The software which we use to run this site - dokuwiki - needs to use some cookies in order to function. You can read about those on their FAQ page. Blocking these will prevent the site functioning properly.
Our understanding is that unless you log into the wiki then no persistent cookies will be set, only a PHP session cookie which is cleared when you quit your browser. Simply browsing publicly accessible sites should not involve this server setting a persistent cookie.
As of 28 Nov 2014 we use a third-party analytics service (Google) to allow us to understand how people use some parts of the site - this is important to some of our funding agencies. You are free to block any cookies or scripts this service invoke without affecting access to the content of this site.
Standard server logs containing IP addresses and request details are kept on the machine which hosts this site. These are currently only used for performance measurement and debugging.