The Abine plugin for Firefox is a winner.
Not only does it tell what evil lurks there, it also allows you to block it and also delete the nasty cookies.
Another plugin for Firefox is “Cookie Culller”.
It, too, identifies what’s lurking on your machine and has an option for permanently blocking subsequent attempts for a site to deposit the cookies, again.
For the further, deeper cleansing of a computer, the paid version of Malwarebytes is invaluable.
As far as general AV/security, I use Zone Alarm’s premium internet security suite.
I like NoScript and Ghostery for Firefox as well. Set them up so that everything is blacklisted by default, and then only allow those you absolutely must to use the sites you want to use.