The browser can be set to block all cookies but it will break a lot of sites from working.

There are extensions that will delete the cookies from a site when you load another site, or close the tab. Those are pretty good. You can whitelist the sites where you want cookies to not be deleted so you dont have to login to them all the time.

Like this one: https://addons.mozilla.org/en-US/firefox/addon/cookie-autodelete/