storing unique ID on user's machines

I know on some sites even with EE that even though I delete my cookies, my login information still gets populated in the login fields.  Is that information being stored in something other than cookies and is there a way to store a single ID string on a visitor's machine other than a cookie when a user visits a site?  Something that would work across all the major browsers and where they user is not entering in field data?  in the registry perhaps or would that require an Active X action?

How about storing in php session versus storing in cookie?

I also host my sites and control the server session.

Any ideas experts?