Store the settings of anyone who ever connected? For how long? Forever, just in case? Silly. And why do you even assume the server has to have a database? Why should it be required to have one, why should it have to store the stuff? What is your take on statelessness? you concentrate so much on the abuses of cookies and client side storage/computation, but you're not addressing the advantages. I doubt you're aware of them to be honest.
My Cookies directory is 11 MB. That's actually quite a lot, considering the length of the average cookie, but my disk is 256 GB and it's only gotten that big because I've been browsing for years literally without ever clearing my cookies and I can clear them at any time.