I would say that at least 40% of 3rd party cookies are blocked, and its getting easier with newer version of browsers. For instance the new Safari for Windows offers a private browsing session which blocks all cookies, imagine if that had the same market share as Firefox?
The only way to identify the same website visitor over multiple sites is to have the same visitor identification over all sites.
Visitor identification comes in a variety of flavours.
#you can base it on IP address (worst idea)
#IP address and user agent (full browser string, not great but better)
#3rd party cookie which is hosted externally (better, but 3rd party is not great)
#1st party cookie (better, but still problem of blocking cookies)
#user login (best as the user identifies themselves)
Actually merging the data from multiple domains is quite trivial, its the tracking that takes some thinking about. And of course I would suggest that you test before implementing any solution on a wide scale.