Windows: Websites tend to store a lot of cookies on your computer. While there's still a lot of misconceptions on what cookies do, it doesn't hurt to be curious about them. CookieSpy allows you to see what cookies each browser has stored on your computer.
For the layman, CookieSpy probably won't be a bastion of enlightenment, but it does peel back the curtain a bit to show you how many sites are storing or tracking information in different browsers. You can see what site the cookie originated from, whether or not the cookie is secure, if it uses https, and when it expires. It also sorts cookies by browser so if you use multiple browsers, you can see which cookies are stored where.