We only use one cookie for guest users. It is managed by our web framework, Microsoft's ASP.NET, and tracks the visitor's session between pages but does not store any user identifiable information.
Tracking the session is necessary for any functionality that needs to "remember" what the user is doing between web pages - e.g. adding items to your shopping cart. As this cookie is part of the underlying Microsoft framework, this is the approach that the Information Commissioner's Office have taken on their website: "One of the cookies we use is essential for parts of the site to operate and has already been set" - this refers to the same cookie used by us.
This cookie is also used when/if users, such as current parents or staff, log in to keep track of their login session.