The cookie issue doesn't exist for Safari users as it disables third party cookies by default. I don't know why all browsers don't do this. I've been disabling third party cookies in my browser for years and have never come across a website that it breaks. And if Apple can do it without people complaining, I'm sure Mozilla/Microsoft can too.
I prevent the IP address leak by using the Firefox addon RequestPolicy to block cross-origin requests.
I could be mistaken, but that feature only applies to the creation of cookies by third parties.
If you visit facebook.com, a cookie will be set, then later when you visit another site with a facebook widget, it WILL send that cookie that was set earlier when it wasn't 3rd party.
I prevent the IP address leak by using the Firefox addon RequestPolicy to block cross-origin requests.