I admit, before today, I had never heard of a Local Shared Object (LSO). But, once I read about them on ArsTechnica (Ad firm sued for allegedly re-creating deleted cookies), I took their advice and installed the Better Privacy plugin for Mozilla Firefox.
Why would anyone intentionally make it hard (or essentially impossible) for average non-techies to delete these cookies is beyond me. Most folks are afraid of doing business on the Internet for just this reason. What is to prevent an unscrupulous website from saving much more personal information? Nothing.