On my wordpress site, I have a plugin that offers the user cookie preferences to turn off cookies.
But in order for the preference to work, there has to be a cookie in place to store that preference.
So there are categories:
Necessary cookies which include the one I just mentioned (cannot be disabled)
Popup closure - can be disabled but there is a warning that this is to stop popups you have accpeted or dismissed from keep coming back to annoy you.
Performance / Analytics - can be disabled
eCommerce - can be disabled - but not a good idea if you want to sue the shopping cart.
In regard to 3rd party, I have an esay explanation in my PP on how to turn them off with your browser.