I would still use another alternative DNS that doesn't redirect. I wonder if the name makes OpenDNS so popular. I do tend to wonder, given the number of other alternative DNS servers. I use Level3's myself. Nice clean 404 error for any app. Even those that don't use cookies.
But options like that would be tracked by cookies. Correct me if I'm wrong on that, but that would still make it an issue for various apps that debug based on the errors they receive(like by purging an address from their cache) because they will not be using cookies like a browser would.
I think it is actually tracked by your IP address. I have a server at home that keeps OpenDNS up to date on whenever my dynamic IP changes, so it's not an issue for me and then I get some cool stats to look at. I still use their redirection pages because sometimes they are useful for me and I also appreciate the service.
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