Question: Can anyone recommend a tool or technique that can help me detect and read the http cookies etc that my website receives and then acts on?

Answer: 
Use Developer Tools.

If you are using a WebKit browser like Chromium or Opera, you should be able to right click on a page and click **Inspect Element**. There should be a tab for **Resources** and then on the side should be a button that says **Cookies**.

There are also a great many other resources for web designers in Developer Tools.

Firefox also has an extension called [Firebug](http://getfirebug.com/network) that allows you to see HTTP headers.

IE may also work with **Firebug Lite**.

For seeing all packets on your network, check out [Wireshark](http://www.wireshark.org/). There are plenty of tutorials on the web on how to use it to extract HTTP header packets and browser data.
You could also try Fiddler: <http://www.telerik.com/fiddler>

It is a great tool, and also has a proxy that you can use to track traffic that is to/from processes other than your browser.