Dear Maxim,
Not sure if I get your point. A cookie may not be need in your case. If a user is registered with your site , you can query the users with Views and implement the concepts illustrated in this tutorial:
http://wp-types.com/documentation/user-guides/displaying-wordpress-user-fields/
Settings of the user preference will be saved in user meta table of wordpress and Views is capable of displaying that and even using with wpv-if:
http://wp-types.com/documentation/user-guides/conditional-html-output-in-views/
If the user is not registered and happens to browse your site, then a cookie might be needed to remember some settings along the way. But this is not supported natively with Views. Please let me know if you have other questions. Thanks
Cheers,
Emerson