The cookies don't get deleted after a user logs out

I don't know if it's of any help to anybody, but when a users logs out, the cookie with the session is kept, so that prevents Varnish, for instance, to cache the pages.
Solution:
Replace inside session_read, this:
// We didn't find the client's record (session has expired), or they are an anonymous user.
else {
$session = isset($user->session) ? $user->session : '';
$user = drupal_anonymous_user($session);
}

with
else {
ini_set('session.use_cookies', 0);
$user = drupal_anonymous_user();
$cookie_params = session_get_cookie_params();
setcookie(session_name(), '', time() - 42000, '/', $cookie_params['domain']);
return '';
}