I use Firefox YSlow plugin to check web site performance. It is quite good tool for developer.
The cookies named _utma , _utmb, _utmc and _utmz come from those websites that using Google Analytics as site analytic or tracking. The main purpose of it is to track web site user visit activities.
The cookies names likely come from the very early version called the Urchin Tracking, and now it is ga.js.