Most ads on my site are google ads and thus, here is their privacy
policy about cookies and such...mmm cookies:
Google, as a third party vendor, uses cookies to serve ads on your
site.
Google's use of the DART cookie enables it to serve ads to your
users based on their visit to your sites and other sites on the
Internet.
Users may opt out of the use of the DART cookie by visiting the
Google ad and content network privacy policy.