"tracking cookies" are totally overblown. A cookie by definition can't extract anything from your machine. All kinds of reputable companies use tracking cookies. Just because the likes of AdAware say "oh my god, a tracking cookie!", doesn't mean it's doing any harm. If you don't like cookies, disable them! Changing browser doesn't suddenly address cookies, but configuring your browser (whatever it is), does.
The problem with AOL is its horrific requirement to install all kinds of nasty filth all over your operating system. In days gone by it actually used to overwrite the winsock components (Windows fundamental network socket files) with its own garbage. Why do you think it earned the name, AO-HELL?
Try FireFox - it's a better browser in so many ways. AOL and IE are pretty much just as bad as each other.
Running cleaners every time you shut a browser down is nothing short of paranoid (unless you're a kiddie-fiddler).