If you're using third-party (not-your-own) scripts and such, prepare to get a-hackin' away at some code.
Also important: Some browsers (..and third-party scripts/enhancements/toolbars) may be set to prevent/block cookies from crossing subdomains; other than setting up a FAQ (and associated links) to address the specific problem you're using cookies for, you can't much help folks what's got their browsers set in uber-anal-retentive mode.
print "<!-- \$_ENV "; print_r($_ENV); print " -->\r";
print "<!-- \$_SESSION "; print_r($_SESSION); print " -->\r";
print "<!-- \$_COOKIE "; print_r($_COOKIE); print " -->\r";
print "<!-- \$_POST "; print_r($_POST); print " -->\r";