How do I check if a cookie exists?

You can call the function getCookie with the name of the cookie you want, then check to see if it is = null.

function getCookie(name) {
    var dc = document.cookie;
    var prefix = name + "=";
    var begin = dc.indexOf("; " + prefix);
    if (begin == -1) {
        begin = dc.indexOf(prefix);
        if (begin != 0) return null;
    }
    else
    {
        begin += 2;
        var end = document.cookie.indexOf(";", begin);
        if (end == -1) {
        end = dc.length;
        }
    }
    // because unescape has been deprecated, replaced with decodeURI
    //return unescape(dc.substring(begin + prefix.length, end));
    return decodeURI(dc.substring(begin + prefix.length, end));
} 

function doSomething() {
    var myCookie = getCookie("MyCookie");

    if (myCookie == null) {
        // do cookie doesn't exist stuff;
    }
    else {
        // do cookie exists stuff
    }
}

I have crafted an alternative non-jQuery version:

document.cookie.match(/^(.*;)?\s*MyCookie\s*=\s*[^;]+(.*)?$/)

It only tests for cookie existence. A more complicated version can also return cookie value:

value_or_null = (document.cookie.match(/^(?:.*;)?\s*MyCookie\s*=\s*([^;]+)(?:.*)?$/)||[,null])[1]

Put your cookie name in in place of MyCookie.