Security: Cookies

Last I heard about privacy violation by use of cookies:
- They should provide a web server with personal information about you
- provide Web Server Administrators (and authorized users) with information
about the web server usage from a specific user or all users.

The guy was on the radio and complained cookies where a real violation to
his privacy and turned it off, also he said servers should announce that
they are using cookies. RFC 2616 (HTTP/1.1 - June 1999) and another document
discussing HTTP/1.1 did not mension cookies, and they don't see to be
standard (???) or this is part of HTML (???).

I desided that monitoring what users like can be done much easier by logging
the links clicked (redirection) and using counters.
Maybe other HTTP/1.1 parts provide much greater security vulabilities:
user-agent, server, via, from, etc.....

Can I have some more info about this???

Joris