For Firesheep, it's not whether you store cookies on your computer, it's whether the site sends unencrypted ones out when you log in. The program doesn't allow access to another computer, just to an online account when another user logs in somewhere over the same Wifi net. Packet sniffers don't access computers, just a data stream. On a wireless network, any data can be read and analyzed. (More advanced analyzers (than Firesheep) are available for a fee.) Your computer is safe from being accessed remotely over any network as long as it isn't compromised (by a virus or trojan), and you have a good software firewall with an anti-virus program watching the ports.
Logging onto secure sites, such as a financial institution, is considered safer because this creates a secure channel when someone is on an insecure network. I don't trust it completely, though, so limit activity while on unknown networks. Upon returning home, for those sites I accessed from a hotel (such as checking email), I always change my passwords when I get back just to play it safe.



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