I need to list vocabulary terms as text links, and then store the choice for anonymous user. Then the exposed filter of several views should get stored value. What is the easiest way to achieve that?
The User Alert module may provide a good starting point. It stores a uniqueid for each visitor in a cookie and keeps track of whether an alert has been closed. The logic for this would be similar, but you'll need to wire up the code in your own module to push the views-filter to the cookie and back.