Location awareness is now one of the common method to find where you are right now so that sites you visit can serve you better which can be in any form. However if you are too much concerned about your location Privacy, Google’s Chrome browser comes with specific settings which can help you in blocking sites which track your location and even warn you for any sites which is not known to you.
Chrome tells you if you are being tracked by using a cross-hair symbol at the end of its address bar.
You can click on that symbol to open the location settings. The first link can let you clear the settings for future visit and second will let you manage location settings on chrome.
You can set to allow all sites to track you or ask for permission or completely block it. You can also create exception rules for known sites by clicking on the button below. Like you can see twitter is already in my list.
How to block location tracking in IE and FireFox ?
I have not seen any similar settings in IE 9 or FF 4 ( latest version ) but as of now you can try blocking individual sites cookie or move settings to very high in case of IE. This should take care of location cookies till you get the feature rolled out in both of them