I have a web service that I invoke from script but that does not need any information stored in cookies. Anytime I make a request to the service, the cookie is sent along with i
Send AJAX requests to cookie-less subdomain on your server. So you app is www.mydomain.com and ajax requests are served from api.mydomain.com which you never set a cookie on. Also a great idea to do this with static files like images etc...
see the "Use Cookie-free Domains for Components" section of http://developer.yahoo.com/performance/rules.html