How do you choose between cookies, localStorage, sessionStorage, and IndexedDB for different data persistence needs, and what are the security implications of each?

Imagine you have different boxes for your toys. Cookies are like tiny notes you stick on your toy box for the mailman to see. localStorage is a big box that stays even when you close the lid. sessionStorage is a box that disappears when you close the lid. IndexedDB is a huge library where you can store lots of toys and find them quickly. But some boxes are safer than others, and bad guys might try to peek inside, so you have to be careful what you put in each box.