From Ross Tulloch:
Jar makes sure the only cookies kept on your Mac are from sites in your history, bookmarks or top sites. No sites to block or unblock, "Remove" buttons to click or maintenance to perform. There's no need to keep thousands of cookies on your Mac - so don't. Install Jar. Easy. 100% automated cookie management. Jar is a preference panel and requires Mac OS X v10.5 or later and Safari 3.0 or later.