there is a 4k size limit on HTTP Headers, which Cookies are a part of.

And depending on the browser on the client side you won't even have 4k.
I can't remember if it was netscape 4 or IE 5, but one of them stored only up to 1k. Anoying behaviour, as the cookie-content was carefully crafted not to exceed 4k, but relied on having at least that much

Just to share the experience ;-)
regards,
Tomte