There are actually many ways you can detect a "unique" user. Many of these methods are used by our marketing friends. It get's even easier when you have plugins enabled such as Java, Flash etc.
Currently my favorite presentation of cookie based tracking is evercookie (http://samy.pl/evercookie/). It creates a "permanent" cookie via multiple storage mechanisms, the average user is not able to flush, specifically it uses:
- Standard HTTP Cookies
- Local Shared Objects (Flash Cookies)
- Silverlight Isolated Storage
- Storing cookies in RGB values of
auto-generated, force-cached PNGs
using HTML5 Canvas tag to read pixels
(cookies) back out
- Storing cookies in Web History
- Storing cookies in HTTP ETags
- Storing cookies in Web cache
- window.name caching
- Internet Explorer userData storage
- HTML5 Session Storage
- HTML5 Local Storage
- HTML5 Global Storage
- HTML5 Database Storage via SQLite
I can't remember the URL, but there is also a site which tells you how "anonymous" you are based on everything it can gather from your web browser: What plugins you have loaded, what version, what language, screensize, ... Then you can leverage the plugins I was talking about earlier (Flash, Java, ...) to find out even more about the user. I'll edit this post when I find the page whcih showed you "how unique you are" or maybe somebody knows »» actually it looks as if every user is in a way unique!
--EDIT--
Found the page I was talking about: Panopticlick - "How Unique and trackable is your browser".
It collects stuff like User Agent, HTTP_ACCEPT headers, Browser Plugins, Time Zone, Screen Size and Depth, System Fonts (via Java?), Cookies...
My result: Your browser fingerprint appears to be unique among the 1,221,154 tested so far.