It can be done without cookies. I built a simple visitor stats module for my website package, based on the solution of Simple Analytics. They explained that they make a difference between unique and non-unique visitors by checking if the referrer is your own site. If so, it's not a unique visitor. Of course there are edge cases, but for my case it works more than good enough. I thought it was a brilliant solution from Simple Analytics and I figured I could build something like that myself. It was also fun and I learned a lot.