The Berkeley Center for Law and Technology has released "The Web Privacy Census," June 2012.
Here's an excerpt:
In this report, we discuss the results of a crawl conducted on 5/17/12. We found cookies on all popular websites (by "popular websites," we mean the top 100 most popular according to Quantcast). We conduct two different crawls—a shallow one where our test browser just visits the homepage of a site, and a deep crawl where our browser visits six links on a site. Our shallow crawl of the 25,000 most popular sites revealed that 87% have cookies (24% first, 76% third), 9% had HTML5 storage objects, and less than .0001% had flash cookies. Twenty-five percent of cookies include names such as "UID" and "GUID", suggesting that they are used for uniquely identifying users. Overall, we found that flash cookie usage is dropping and HTML5 storage use is rising and at least one tracker is using HTML5 local storage to hold unique identifiers from third party cookies.