In my post Party cookies - first or third-context i discovered how IE distinguish between first- and third-party cookies. A very common use for third party cookies is/was for tracking users on websites, but that is challenged by how both browsers and users react to cookies (both first and third part).
JupiterResearch did a study on cookie deletion in 2005, covered in Study: Consumers Delete Cookies at Surprising Rate which found that
17 percent of Internet users delete cookies on a weekly basis. Approximately 12 percent do so on a monthly basis, and 10 percent make it a daily habit
The problem with it is that:
The key finding is that a lot of companies have placed a lot of reliance on cookies for audience measurement and the cookie is at risk as a mechanism for tracking people over time," said Eric Petersen, the lead analyst on the report. That made similar reactions in other medias with titles like Faster Migration to First-Party Cookies Urged and 3rd Party Cookies Are Dead. This got addressed by tracking software like opentracker in All About (third-party) Cookies and recommeded best practice like WebTrends Advises Sites to Move to First-Party Cookies Based on Four-Fold Increase in Third-Party Cookie Rejection Rates and Best Practices for Accurate Web Analytics Avoiding Third-Party Cookie Rejection and Deletion.
In a more recent press release by ComScore Cookie-Based Counting Overstates Size of Web Site Audiences has the headline
Frequent Cookie Deletion by 3 out of 10 U.S. Internet Users Leads to Overstatements in Audience Sizes by a Factor as High as 2.5. The difference here is that it's not just third party cookies that are being deleted (as expected) but also first party cookies
There is a common perception that third-party cookie deletion rates should be significantly higher than first-party cookie deletion rates but there is almost no difference.
MYMOTECH has an analysis of the press release called Pass the Cookies: Interpreting Comscores Cookie Press Release.
Google Analytics that I user here at my blog (very very low traffic) should be using first party cookies, which is something I'll look into later.