A very neat solution called Cookie Control puts up an unintrusive information panel telling visitors about the presence of cookies on your website.
So you're going to ask "what does it look like then?". Well, we installed it on the BMON website yesterday, so you should have seen the pop-up panel here. If not, you can call it up with the little icon bottom left. And here's the good thing: for a templated site (including one run by a content management system), it was really easy (for that, read cheap!) to implement. Your website designer/manager shouldn't have any problem.