set expiration way back in the past (as suggested by Chacha102)
use JavaScriptto delete entries from document.cookie DOM object (as suggested by andres descalzo)
There are 2 good reasons for going with mixed approach:
JavaScript can be disabled in the browser
not all cookies are visible in document.cookie Some modern browsers are supporting httponly flag for cookies. PHP has support for httponly cookies, see http://www.php.net/setcookie