Cookies are a very old (in tech terms) method of messing with a website and/or circumventing security or obscurity. Nonetheless, never underestimate them or overlook the low-hanging fruit. InformIT has a quick illustration on playing with cookies on a large website.
Sometimes it is just nice to see examples and how tools are used. For more cookie playing, I’d like to check out this firefox extension for adding and editing cookies (supposedly AnEC like the one shown in the article?).