In a test pipeline, I implemented a branching structure following the example linked from the post below (next but one). I checked the root sitemap for Cocoon, and the Cookie Selector wasn't mentioned, so I added it to the Mariage sitemap:

<map:selectors>
  <map:selector name="cookie-selector" src="org.apache.cocoon.selection.CookieSelector"/>
</map:selectors>

Then I downloaded the very useful Firefox extension Edit Cookies so that I could add and edit cookies for the site. Adding and changing the cookie changes the styles as planned. Next I need to create the switcher page.