As if I did not know any better, I just spent the last hour trying to figure out why I could not access the cookies I was setting.
For all the rookies [and veterans], make sure the domain you are setting the cookie for is correct.
If your login page is on http://domain.com/login.php, then your cookies cannot be accessed from any page that starts with http://www.domain.com/page.php. They can only be accessed from http://domain.com/page.php.
Nick