Cookie Advertising (Internet)?

[Jake]

Bear in mind recent European legislation prohibits such cookie, some browser are automatically deleting them, so there may be no long term future for that approach.

You probably want to read up on Ad Re-targeting (Google calls it Re-marketing) normally an eCommerce site may set a cookie when someone first visits a site, setting up that user to be shown "come back" banners when they visit other sites. I assume the 3rd party sites are any other site setting a cookie on that ecommerce site's behalf.

The ad delivery is commonly done through Real Time Bidding on remnant ad space, some of these services advertise the potential to be able to reach most of the people on the internet, you may find that you hand over visitors to the targeting service a visitor who is added to your cookie database maintained by this re-targeting service who you pay near standard banner ad rates to market to your cookied list. Retargeter.com, Sitescout.com and Google Adwords are example services that support re-targeting.