I'm excited to hear that others have had success with NY Times Cookies. I'd given up on them some time ago and have lately had success with
http://mobile.nytimes.com, link depth 2. It's actually been pretty good this way, though it isn't technically the full-blown web site.
When I last tried, I'd been using both IE7 and Firefox2 and still wasn't getting the cookies registered. May have to try again.