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encyclo - 4:44 pm on Oct 5, 2009 (gmt 0)
In terms of performance, you're not going to gain much of the resources are on the same server, as in reality you're not reducing the server load. You can use one of the "cloud" providers to get a subdomain
The answer is "that depends" - the question is why and how those cookies are being served? Is the "i" subdomain actually mapped to a subdirectory of the main domain's document root? something.theirdomain.tld (lots of other hosting companies offer something similar) then you can have a CNAME for "i" which points to that other subdomain.