You can also redirect users without cookies enabled to a page filled with sponsors who can track them. Just watch out so that you don't screw up your SE rankings by blocking their bots. If you want to go all out you could dynamically generate the ads and show surfers without cookies a special pool of ads.
CCbill apparently has a way to track people without cookies enabled using IP addresses but it's not very good. I read a discussion which suggested this tracking doesn't work at all if the cookie length setting is over the default. I don't quite understand that one.
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