Cookie Trouble

Hi there,
Under WP .72 I used a cookie to set style information as part of a home-brew style switcher, however since upgrading my setcookie() is failling as the page headers are already over and done with.
I have reason to believe that the new wp-blog-header.php is sending out some output somewhere and thus preventing me from setting the cookie after the header has been included.
Anyone got any ideas if this is the case?