They're there for convenience - rather than downloading the same page every time you reload it (which can actually be a bandwidth hog. Think of the number of images on a single Chrons page. Whilst it may only add up to a few hundred kilobytes, when you factor in not only the number of times you view a single page, but also the number of pages you view, it can grow to tens, if not hundreds, of megabytes...
a day), it is downloaded a single time and then a number of elements are reloaded from the temporary files. It's what is known as the
cache, and other than saving bandwidth, it speeds things up immensely.
Cookies, on the other hand, are for access. Some websites require cookies to monitor access, as well as save data that means you don't have to keep logging back in.
I'm in the habit of clearing everything after every visit, though I leave the Chrome files alone - they keep me logged in to everything.
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There are two programs you can use to get rid of everything:
Disk Cleaner
CCleaner
I personally use Disk Cleaner, as it's more lightweight. However, it needs more configuration than CCleaner, so I'd recommend CCleaner.
Just run it before you shut down the computer and all should be well. But remember - pages will load slower. Maybe not noticeably slow, but slower nonetheless.