It turns out that complying with EU cookie regulations -- see Google and the Brussels Bureaucrats and Google Is Watching You for background -- is easier than I had anticipated. After looking at a number of technical solutions, I chose Shareaholic - Content Amplification Software, as described in their blog post Remember to Ask Before You Take a Cookie.
I created an account, executed the required steps, and added the generated code to my Mark Weeks Homepage. I also decided to tweak my Site Map : World Chess Championship, to move the 'Privacy Statement' from the end of the page to the beginning. Although this might not be sufficient to satisfy the full intent of the EU policy, I think it's a good start. I can expand the statement if necessary and can replicate the consent banner to all other pages in a few minutes.
The Shareaholic software does much more than cookie warnings. I'll look at the other possibilities when I have a moment, but would first like to get some experience with it.