With the recent 2.5 update, EllisLab have addressed this issue head on. They've added a new set_cookie_end
hooks to hijack cookie setting and given us a new Cookie Consent module. You can read more about it in their two blog posts The Cookie Consent Module & EU Cookie Legislation and ExpressionEngine 2.5.0 Released.
The cookies in 2.x are in fact largely the same as 1.x: it's their implementation in the core that is different.