You can read  your local  machine cookies  use client side scripting. maybe this method useful for you :

function getCookie(c_name)
{
if (document.cookie.length>0)
  {
  c_start=document.cookie.indexOf(c_name + "=")
  if (c_start!=-1)
    { 
    c_start=c_start + c_name.length+1 
    c_end=document.cookie.indexOf(";",c_start)
    if (c_end==-1) c_end=document.cookie.length
    return unescape(document.cookie.substring(c_start,c_end))
    } 
  }
return ""
}

Please note that cookies  are nothing but plain text files. As long as location of a file is known then you can use java.io.* package to read  contents of that file.

I was wondering why you want to do that?

for example in IE cookies  are stored in files go to
Tools --> Internet Options --> Settings --> View Files
then search for txt files that begin with name cookie
they are generally named like cookie:user@site
you can open them just like any file,

in firefox it is a little harder because all cookies are stored in one file. and I don't know its format :-)
but I guess you can download the source and find the format your self :-)