This is close to what I have done for testing for users/browsers acceptance of cookies. Instead of using a test cookie though, directly set the necessary cookie and pass a query string in the redirect. I have run into situations where a user may accept one cookie but not the next!

Modifying dvergin's pseudo-code:

if $cookie = $cgi->cookie("CookieName")
   check to see if it meets our standards
   do business
else
   if $cgi->param("TestingCookie")   # no need to test value
      #we tried to set a cookie and failed
      bailout  # or notify user of cookie failure and continue

   set the cookie
   set a http location: header line that includes:
       the url by which we arrived here +
       CookieName=value in the query string +
       a query string TestingCookie=1
   clean up and exit
end
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