All of my site visitors who either 1) use browsers that don't support cookies or 2) who use browsers with cookie support deliberately disabled are reporting that parts of the site content are removed from the page with the message "Cookie Support Required" displaying in place of whatever node they are trying to view. The entire site isn't obscured -- the title bar/masthead and the sidebar content are still visible -- but the primary content is blocked.

Why would SSO affect anonymous viewers? They haven't logged in yet, so there shouldn't be any reason for the SSO Controller server to interact with them in any way, so there shouldn't be a reason to use a cookie in the first place.