Cookie PHP or jQuery in Accordion script

Hello,
have two websites www.uniqode.nl and www.ninaquax.com. On this websites i want to apply jquery script "Accordion". I tried to install module "Accordion" to Drupal but this does not work well. I want to do it by myself, the script is already written and working good but I have a problem with the functionality. I want make it that: when you click on any link, the last selected Accordion bookmark was automatically opened. The solution is of course to use a sessions. My question is, what is better in this case:
- Cookies jQuery
or
- PHP cookies
Is there a significant difference between them? Which of them should take advantage of and use.