Actually there is a "Cloud Save" feature that helps you save (and restore) your setting without using cookies. Scroll to the bottom of the settings page and you'll see it.
As the page says, "The benefit of [Cloud Save] over using the URL parameters bookmarklet is that when you change settings, they will automatically be saved in the cloud."
As the page says, "The benefit of [Cloud Save] over using the URL parameters bookmarklet is that when you change settings, they will automatically be saved in the cloud."