feat: consider cookiejar support

[Thinkscape]

Quite impressive feature set out of the box.

I'm just missing one, esp. useful for crawling and automation:

Cookie Jar support.
I know I could bake that with hooks, but it seems like something that should live in core, given that you've already got lifecycle features like retries and timeouts.

[sholladay]

Propose an API.

I would argue that retries and timeouts are universally necessary because networks are unreliable. But cookies are much closer to your application logic.