Though I have an innate fear of sites leaving their cookies on my computer, the truth is that I haven't had any NOTICEABLE difficulties because of them. They make it a lot easier to sign in to a site where I'm registered (like entering DaniWeb without having to sign in with my name and password each time) and they seem to store information about business deals that I have started but not managed to complete in one visit.
The warnings I have heard about programs that study your store of cookies and then start badgering you with ads or pop-ups based on your internet preferences has never shown up on my computer (at least, I haven't noticed it). But this could be to the credit of my anti-virus/anti-spyware program.

I developed the following analogy with cookies: there is nothing free in this world. You go to a "free" site, get the information or experience you want, and then leave and you may come back. In exchange, the site will just give you a cookie or identifier. Though there are many posts and opinions against cookies, I personally think that it also helps heighten visitors' experience, like you mentioned.

as long as browser can keep the cookies secure, i think there's no problem for me to accept cookies..

I accept them. Cookies are not really a threat for viruses or malware, but you may feel for example that tracking your visits to certain Web sites or having them remember your login information compromise your privacy. That is a personal decision you can make site by site now that you know what cookies do. You can control how you treat cookies with your Internet browser privacy settings. You probably do not want to block all cookies, because that would really limit the quality of your Internet experience.

I agree with you Mackone. Many years ago, I changed my IE options to restrict all cookies and it was such an comfortable and time consuming online experience because I had to personally accept not once but a few times different cookies. After a few days, I could not take it anymore and I changed my IE options again.