Ad-Aware & Spybot search and destroy are unable to find most cookies
on my system during a scan. I am also using Winpatrol to manage cookies
but as there is only one setting for I.E. cookies and Winpatrol is set to look in C:\Documents and Settings\Owner\Cookies\ for them. So basically
Winpatrol shows me the cookies in this folder I want to keep and delete.

The folder where the cookies that mostly avoid detection are located in
C:\Documents and Settings\Owner\Local Settings\Temporary Internet Files, I suppose I could use in I.E.(Avant Browser) tools/Internet options/
general/temporary Internet files/delete cookies. But really shouldn't
ad aware and spybot flag these cookies up for deletion.

Addi tonal: I also have ccleaner installed and this deletes all the cookies
I don't want and keeps the ones I do but I don't want to use this program
after every Internet session.

Internet Options | Advanced Tab | Security

Try checking Delete TIF Files when closing Browser

Adware and Spybot are looking only for "bad" tracking cookies.
Set IE to block 100% cookies and allow only needed, that should do it.

Internet Options - Privacy - Advanced - set is as it is on the picture: Cookies.
When you visit a website, IE shows in its tray blocked cookies, which you can allow.
Doublick on the icon - and you can choose for which website you want to allow cookies.

If you decide to delete some webpages, you can do it easily:
Internet Options - Privacy - Advanced - Sites - and delete by desire.

I did use the prompt function in I.E. for privacy and cookies, but got fed
up with it asking on every website I visited.

If you set IE to block, you will get no prompts, you will allow only needed.
But if you use many new cookies daily, then this method would be unsufficient.

Here's an explanation of how IE manages cookies:

http://www.microsoft.com/resources/documentation/windows/xp/all/proddocs/en-us/sec_cook.mspx