Should you add a cookie warning to your site?

Most sites (including mine) use cookies for analytics, and tracking site logins. I'm not explicitly targeting European users, and my servers are not based in Europe, but do I still need to add a cookie warning?

Well just because you're not targeting Europe or are based in Europe, European Union may still hold jurisdiction over you. It's a difficult legal concept, that can only be clearly answered by an Attorney (most likely only an attorney in the EU). I'd put it just in case, may be put it in an FAQ or a small link on the bottom. From what I understand EU allows implied consent, which is generally, as long as you put a notification that would be known by a regular layman user, and the user continues to utilize the service, they are consenting without an explicit need to agree. Basically one of the easiest ways I can think is put it in your TOS which the user agrees to when they sign up. Also below from UK's ICO might be of interest (it's an opinion from EU's branch that controls privacy):

First party analytics cookies are not likely to create a privacy risk if websites provide clear information about the cookies to users and privacy safeguards, eg a user friendly mechanism to opt out from any data collection and where they ensure that identifiable information is anonymised.

Implementing this opt-out mechanism may be good for people with countries in the EU. In my opinion to maintain good "internet citizenship", implementing this for all users will be good. 95% won't use it, but the option is there when people complain that you track them.