Forgive my ignorance but how is NOT allowing 3rd party cookies going to affect access to wgt? Logging on to the domain www.wgt.com sets a first party cookie. Seems to me, as long as you don't prevent the wgt cookie, access shouldn't be affected.
Unless wgt is somehow going to force you into accepting 3rd party cookies to access their site, the only people going to be affected by not accepting 3rd party cookies are your advertisers.
And if that's the case, shouldn't this post be stickied in huge bold letters?