Actually its very simple in safari, its in preferences, right under security and click accept cookies "Never" all done
I'm not a chrome user (Except on windows... just because it makes it seem fast... windows is ridiculously slow at everything

) , but its there too, more convoluted but it only takes a few seconds to find Preferences> under the hood > content settings > COOKIES!!!!
... i never use FF. memory hog... well so is the new safari. I'm still using 5.0.5 i upgraded but it didn't run smooth at all so i reverted to the old version. I really love safari, uses very few resources compared to the other browsers (newest version sucks though)