You still need a way to tell if the client is not accepting cookies. Otherwise you just keep making cookies and coming back to discover that the client needs a cookie. Here's the logic I'd use (in pseudo-code obviously):

if $cookie = $cgi->cookie("Whatever")
   check to see if it meets our standards
   do business
#elsif $cgi->cookie("CookieTest")     ## Oops! mistyped...
elsif $cgi->param("CookieTest")       ## Corrected
   #we tried to set a cookie and failed
   bailout
else
   set the cookie
   set a http location: header line that includes:
       the url by which we arrived here +
       CookieTest=1 in the query string
   clean up and exit
end
[download]

More questions? Just ask...