Under Options - Privacy, you can set "Firefox will: Use custom settings for history". Then you can click the Show Cookies button and manually delete specific cookies.

• Clear cookies and site data in Firefox

If you frequently have to delete all but certain cookies, you may want to use an add-on.

• https://addons.mozilla.org/firefox/addon/biscuit-220876/
• https://addons.mozilla.org/firefox/addon/selectivecookiedelete/

Keep in mind that when you delete all cookies, Firefox also clears out all Flash cookies. If you never delete all cookies, you can use the BetterPrivacy add-on to delete Flash cookies.

• https://addons.mozilla.org/firefox/addon/betterprivacy/

In case you are using "Clear history when Firefox closes":

• do not clear the Cookies
• do not clear the Site Preferences

• Tools > Options > Privacy > Firefox will: "Use custom settings for history": [X] "Clear history when Firefox closes" > Settings
• https://support.mozilla.org/kb/Clear+Recent+History

Note that clearing "Site Preferences" clears all exceptions for cookies, images, pop-up windows, software installation, passwords, and other website specific data.

Clearing cookies will remove all specified (selected) cookies including cookies with an allow exception that you would like to keep.

Let all cookies expire when you close Firefox.

• Firefox/Tools > Options > Privacy > "Use custom settings for history" > Cookies: Keep until: "I close Firefox"

Create a cookie 'allow' exception for cookies that you would like to keep.

• Firefox/Tools > Options > Privacy > "Use custom settings for history" > Cookies: Exceptions

Firefox has a setting to allow third-party cookies from visited domains.

• Tools > Options > Privacy > Firefox will: "Use custom settings for history"

You can set the Boolean pref network.cookie.thirdparty.sessionOnly to true on the about:config page to have third-party cookies behave as session cookies.

You can also look at this extension:

• CookieCuller: https://addons.mozilla.org/firefox/addon/cookieculler/

Cookies are only protected within the CookieCuller extension, so do not use "Clear Recent History", but let the cookies expire if you close Firefox and protect the ones that you wish to keep.