Every once-in-a-while I still see/hear people perpetuating the false statement that in ColdFusion you cannot put CFCOOKIE and CFLOCATION on the same page because the cookie will not get set due to the relocation. I even saw one today.
This is FALSE
A long, long, long, long time ago, this was true. But for the last 10 YEARS it has not been. This behavior was changed in CF6 (2002, I think).
So all you old-timers who are still spreading this falsity, knock it off.
Reference: CFWACK 7 Page 1008