Hi Sam,
If you can figure out how you want to test whether clients support session and/or persistent cookies you could probably use an iRule which sends the HTML and parses the subsequent requests. Here are a few examples found searching for 'check browser cookies enabled':
http://techpatterns.com/downloads/javascript_check_cookies.php
http://www.html-kit.com/tools/cookietester/
http://www.velocityreviews.com/forums/t73185-detect-if-cookies-are-enabled.html
The way this is done on Microsoft Office Online is that we have a page which
tries to set a session cookie and a permanent cookie; this page then
redirects to a page which tests for those cookies. If they're not both
present, that page then redirects to a "you need to enable cookies" error
page.
You can send the HTTP response using HTTP::respond and check for cookies in the request using HTTP::cookie exists.
Aaron