sarmen: That's not always a better way. The first method allows you to incorporate your own error handling as well as continue to execute the script/current page if you so desire. In addition, in a live environment, echoing sensitive error information directly to the browser can provide potential mischief makers with important information about your backend.

Also, just out of curiousity, why not use the built-in session functionality of PHP? It's really quite useful, and IIRC session data is stored locally on the server so it's actually more reliable than straight client-side cookies.
-m