The locale selector, theme selector and timezone selector all support persistence of locale and theme preference to a cookie. Simply set the cookie-enabled configuration property:

<theme:theme-selector cookie-enabled="true">
    <theme:available-themes>
        <value>default</value>
        <value>accessible</value>
        <value>printable</value>
    </theme:available-themes>
</theme:theme-selector>

<core:locale-selector cookie-enabled="true"/>