Firefox add-on Better Privacy (free) can get rid of privacy-busting Flash cookies, also known as local shared objects or LSOs, which are used by many sites to supplement the normal HTTP cookies. Flash cookies can be used for similar things as HTTP cookies, including saving preferences and tracking where you surf, but you can't delete Flash cookies using basic browser options like you can with regular cookies.
Even if you're already cookie-savvy, Better Privacy can add a level of security in an area you might not have considered. One recent study found that some advertisers use the persistent Flash cookies to re-create deleted HTTP cookies. So you might think you're protecting your privacy by regularly deleting cookies, but sneaky sites can use the information in Flash cookies to put the deleted HTTP cookies right back in place.
The straightforward Better Privacy add-on automatically determines where the LSOs exist on your hard drive, and can be set to automatically delete them when the browser starts or exits, or after a certain amount of time. By default the add-on will display a small confirmation pop-up when you close the browser before it deletes anything.
If you're concerned about maintaining your privacy online and you use Firefox, then you'll want Better Privacy.