So ....... do we deny cookies, and are then denied further progress, or immediately delete cookies at the end of the visit ?
As you rightly say, don't deny cookies because 99% of e-commerce websites these days rely on cookies for some degree of functionality.... its vary rare (if not technically impossible) to find one that doesn't because HTTP is a stateless protocol, so to make things like shopping carts work, cookies (or a technical alternative) are very much required.
So what you should to is have your web browser configured to automatically delete cookies upon close. Then that's done for you, and if you have the need to delete your cookies sooner than browser close, then you can do that yourself manually.