Are there any limits in modern browsers regarding how much data I can store in one single cookie?
I found an article stating it should hold a minimum of 4k, but no upper limit. http://www.faqs.org/rfcs/rfc2965.html
Here are the limits according to 'browser cookie limits':
Chrome & Firefox - No limit to the number of cookies; limit of 4096 bytes per cookie.
IE8-10 - 5117 characters per cookie; limit of 10234 characters.
Safari on Mac - 4093 bytes per cookie. Limit of 4093 bytes.
Safari Mobile - 4093 bytes per cookie. Limit of 4093 bytes.
Android - 4093 bytes per cookie. No limit.
I'd say if you have a destkop application, to be bound by the limits of IE or even Safari if you have Mac users. If it is on the phone, than definitely just 4093 bytes. If you need more, you are going to save to the server or create two different experiences for Safari / IE and Firefox / Chrome users.