Javascript is not neccessarily a bad thing. Our site uses some Javascript for the pop-up menus, for example.
ActiveX is evil. It is how 99.9% of all spyware/malware propagates. Anyone running IE (I do not think FireFox supports ActiveX) with ActiveX enabled is asking to be buried with spyware/malware programs.
Cookies just track your movements around the net, which is the worst case. But cookies are also useful. The board here depends on cookies to function properly.
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I review the source of the page when Javascript is required to see what they are doing (most sites will not attempt to hide what they are doing in java scripts, those that do are usually doing it for a reason). If it is innocent, then I allow them (I may still block the cookies though).
I put sites in the restricted zone of IE when they use ActiveX, or if they use hidden scripts. If they need Java, not javascript, I put them in the Restricted zone too.
In the last 3 years, I have yet to get any spyware/malware programs or bad cookies. My computers have not caught any viruses either.
You see, the "Internet Options" in IE also apply to Outlook and Outlook Express too. Oh, if you use Outlook Express, disable HTML email (it strips HTML code leaving the pure text). Another measure of safety is gained.
I am an odd duck. The Internet is something not too important to me. I can live without being able to reach a site. I prefer my computer stay lean and clean. It is a higher priority for me.