If you use FF, simply go to Options > Privacy and you'll see a link that reads "delete cookies manually" (or similar, my own FF is in Spanish and I'm doing a direct translation)
That will open a new panel where you can look to every single cookie one by one.
In IE you'll have to go the corresponding foler (you could that with every single browser, though).
Check if AT&T is storing private data... but remember that if they are is becase they already have that information is because they already have it. They can't get that from your computer because the browser can't get it by itself. Browsers are sandboxed in terms of what they can do. They can only provide infomration about the resolution of your monitor, the number and depth of colors, the browser and its version and things like that.