Omniture is one of the leading web analytics vendors in the world. Their program, SiteCatalyst, uses cookies to track visitors for websites such as eBay, Novell, and Ameritrade. For these websites, the data SiteCatalyst provides is incredibly useful and important.
Wonder if you've visited a site tracked by Omniture? Of course, you can "view source" on whatever page you question, and look for a set of tags that say "Omniture" in a commented header. You should see something like the following:
var s_server=""
var s_channel=""
var s_pageType=""
var s_prop1=""
(I won't put more, because the code is copyrighted...)
More sneakily, though, you can check to see if you have a cookie from 2o7.net. That's the domain Omniture uses for their tracking cookies. If you've got one, congratulations! You're helping some smart web-marketer make more money.
Layers of sarcasm aside, there is no actual danger presented by the 2o7 cookies. I actually rely on the information we get from Omniture to help our clients, and I've tested to make sure it's not leaking information.
If you are concerned, you can set your browser to allow cookies "for originating site only." Your personal information won't be any more secure, but you will have thwarted (or at least hindered slightly) the efforts of those who would cater the Internet to your tastes.