Rather than targetting a browser specific (and potentially buggy) storage method - why not use the HTML5 localStorage which has good browser support and is easy to implement:
to set:
localStorage.setItem("testItem","testValue");
to get:
var item = localStorage.getItem("testItem"); // gives "testValue"
Note that this method only stores strings and there is a session Storage option as well for when you don't want persistence. And it is not inherently secure so don't store sensitive data. But its REALLY useful for storing non-sensitive data and passing variables and values around webpages within your site. You can also use a checking mechanisim like Modernizr if you are worried that you clients may not have local storage (or a browsing in incognito mode) and therefore provide options or an alert for them.