The previously mentioned ideas should work fine for you. However, to add to the variety, I have two other options for you to consider:
in reply to VVP: Cookies - what is in them?
1. Most browsers offer an option to prompt you before storing a cookie. In doing so, many of these browsers show you the contents of the cookie, along with how long the cookie will be valid for. With this method, you know for sure, immediatly, whether or not your application is properly setting cookies. You can easily enable this option by editing your browser preferences, and looking for the checkbox labeled something like "Ask me before storing a cookie".
2. Some browsers offer a cookie manager, much in the same way that there is a bookmarks, or favorites manager. For instance, I know Mozilla 0.99 offers such a feature. In Mozilla, if you edit your preferences, and go into your privacy and security tab, click "Manage Stored Cookies", you can see all the settings for each cookie currently on your system.
I wish you luck in using cookies within your application!