Media Storage plugins?

I keep getting the message from Firebug that I should “host images on a cookieless domain”. Researching this, I keep seeing recommendations to host my images somewhere like Amazon S3 but I can’t find any detailed information (for non-techies) on how to do that or the likely cost for sites with low traffic (2,000 visitors a month).

Can anyone point me in the direction of some good information? Are there any plugins to help?

Might be worth someone writing a blog post – I can’t be the only one looking for this info!