EDIT: This code is broken as of June 2016. See this answer for explanation and potential workaround. The same technology mentioned in the previous link was added to associates' login.

I wrote this code up and it works well for me, in the last var_dump I see all my account info and things like that. If you don't delete the cookies, you can make subsequent curl requests to protected pages with your login.

Hopefully this can help you learn about how to do it. A lot of times on big sites you need to visit the login page to get cookies set, and also they usually have csrf tokens on the forms you need to submit with them.

Of course if amazon changes their forms or url's around a bit, this will have to be adapted some, but hopefully they don't do that too often.

<?php

$email    = 'you@yoursite.com';
$password = 'password';

// initial login page which redirects to correct sign in page, sets some cookies
$URL = 'https://affiliate-program.amazon.com/gp/associates/join/landing/main.html';

$ch  = curl_init();

curl_setopt($ch, CURLOPT_URL, $URL);
curl_setopt($ch, CURLOPT_COOKIEJAR, 'amazoncookie.txt');
curl_setopt($ch, CURLOPT_COOKIEFILE, 'amazoncookie.txt');
curl_setopt($ch, CURLOPT_USERAGENT, 'Mozilla/5.0 (Windows NT 6.1; WOW64; rv:35.0) Gecko/20100101 Firefox/35.0');
curl_setopt($ch, CURLOPT_RETURNTRANSFER, 1);
curl_setopt($ch, CURLOPT_HEADER, 1);
//curl_setopt($ch, CURLOPT_VERBOSE, true);
curl_setopt($ch, CURLOPT_STDERR,  fopen('php://stdout', 'w'));
curl_setopt($ch, CURLOPT_FOLLOWLOCATION, 1);

$page = curl_exec($ch);

//var_dump($page);exit;

// try to find the actual login form
if (!preg_match('/<form name="sign_in".*?<\/form>/is', $page, $form)) {
    die('Failed to find log in form!');
}

$form = $form[0];

// find the action of the login form
if (!preg_match('/action=(?:\'|")?([^\s\'">]+)/i', $form, $action)) {
    die('Failed to find login form url');
}

$URL2 = $action[1]; // this is our new post url

// find all hidden fields which we need to send with our login, this includes security tokens
$count = preg_match_all('/<input type="hidden"\s*name="([^"]*)"\s*value="([^"]*)"/i', $form, $hiddenFields);

$postFields = array();

// turn the hidden fields into an array
for ($i = 0; $i < $count; ++$i) {
    $postFields[$hiddenFields[1][$i]] = $hiddenFields[2][$i];
}

// add our login values
$postFields['username'] = $email;
$postFields['password'] = $password;

$post = '';

// convert to string, this won't work as an array, form will not accept multipart/form-data, only application/x-www-form-urlencoded
foreach($postFields as $key => $value) {
    $post .= $key . '=' . urlencode($value) . '&';
}

$post = substr($post, 0, -1);

// set additional curl options using our previous options
curl_setopt($ch, CURLOPT_URL, $URL2);
curl_setopt($ch, CURLOPT_REFERER, $URL);
curl_setopt($ch, CURLOPT_POST, 1);
curl_setopt($ch, CURLOPT_POSTFIELDS, $post);

$page = curl_exec($ch); // make request

var_dump($page); // should be logged in

A good reason, which you have sort of touched on, is that once the CSRF cookie has been received, it is then available for use throughout the application in client script for use in both regular forms and AJAX POSTs. This will make sense in a JavaScript heavy application such as one employed by AngularJS (using AngularJS doesn't require that the application will be a single page app, so it would be useful where state needs to flow between different page requests where the CSRF value cannot normally persist in the browser).

Consider the following scenarios and processes in a typical application for some pros and cons of each approach you describe. These are based on the Synchronizer Token Pattern.

Request Body Approach

1. User successfully logs in.
2. Server issues auth cookie.
3. User clicks to navigate to a form.
4. If not yet generated for this session, server generates CSRF token, stores it against the user session and outputs it to a hidden field.
5. User submits form.
6. Server checks hidden field matches session stored token.

Advantages:

• Simple to implement.
• Works with AJAX.
• Works with forms.
• Cookie can actually be HTTP Only.

Disadvantages:

• All forms must output the hidden field in HTML.
• Any AJAX POSTs must also include the value.
• The page must know in advance that it requires the CSRF token so it can include it in the page content so all pages must contain the token value somewhere, which could make it time consuming to implement for a large site.

Custom HTTP Header (downstream)

1. User successfully logs in.
2. Server issues auth cookie.
3. User clicks to navigate to a form.
4. Page loads in browser, then an AJAX request is made to retrieve the CSRF token.
5. Server generates CSRF token (if not already generated for session), stores it against the user session and outputs it to a header.
6. User submits form (token is sent via hidden field).
7. Server checks hidden field matches session stored token.

Advantages:

• Works with AJAX.
• Cookie can be HTTP Only.

Disadvantages:

• Doesn't work without an AJAX request to get the header value.
• All forms must have the value added to its HTML dynamically.
• Any AJAX POSTs must also include the value.
• The page must make an AJAX request first to get the CSRF token, so it will mean an extra round trip each time.
• Might as well have simply output the token to the page which would save the extra request.

Custom HTTP Header (upstream)

1. User successfully logs in.
2. Server issues auth cookie.
3. User clicks to navigate to a form.
4. If not yet generated for this session, server generates CSRF token, stores it against the user session and outputs it in the page content somewhere.
5. User submits form via AJAX (token is sent via header).
6. Server checks custom header matches session stored token.

Advantages:

• Works with AJAX.
• Cookie can be HTTP Only.

Disadvantages:

• Doesn't work with forms.
• All AJAX POSTs must include the header.

Custom HTTP Header (upstream & downstream)

1. User successfully logs in.
2. Server issues auth cookie.
3. User clicks to navigate to a form.
4. Page loads in browser, then an AJAX request is made to retrieve the CSRF token.
5. Server generates CSRF token (if not already generated for session), stores it against the user session and outputs it to a header.
6. User submits form via AJAX (token is sent via header) .
7. Server checks custom header matches session stored token.

Advantages:

• Works with AJAX.
• Cookie can be HTTP Only.

Disadvantages:

• Doesn't work with forms.
• All AJAX POSTs must also include the value.
• The page must make an AJAX request first to get the CRSF token, so it will mean an extra round trip each time.

Set-Cookie

1. User successfully logs in.
2. Server issues auth cookie.
3. User clicks to navigate to a form.
4. Server generates CSRF token, stores it against the user session and outputs it to a cookie.
5. User submits form via AJAX or via HTML form.
6. Server checks custom header (or hidden form field) matches session stored token.
7. Cookie is available in browser for use in additional AJAX and form requests without additional requests to server to retrieve the CSRF token.

Advantages:

• Simple to implement.
• Works with AJAX.
• Works with forms.
• Doesn't necessarily require an AJAX request to get the cookie value. Any HTTP request can retrieve it and it can be appended to all forms/AJAX requests via JavaScript.
• Once the CSRF token has been retrieved, as it is stored in a cookie the value can be reused without additional requests.

Disadvantages:

• All forms must have the value added to its HTML dynamically.
• Any AJAX POSTs must also include the value.
• The cookie will be submitted for every request (i.e. all GETs for images, CSS, JS, etc, that are not involved in the CSRF process) increasing request size.
• Cookie cannot be HTTP Only.

So the cookie approach is fairly dynamic offering an easy way to retrieve the cookie value (any HTTP request) and to use it (JS can add the value to any form automatically and it can be employed in AJAX requests either as a header or as a form value). Once the CSRF token has been received for the session, there is no need to regenerate it as an attacker employing a CSRF exploit has no method of retrieving this token. If a malicious user tries to read the user's CSRF token in any of the above methods then this will be prevented by the Same Origin Policy. If a malicious user tries to retrieve the CSRF token server side (e.g. via curl) then this token will not be associated to the same user account as the victim's auth session cookie will be missing from the request (it would be the attacker's - therefore it won't be associated server side with the victim's session).

As well as the Synchronizer Token Pattern there is also the Double Submit Cookie CSRF prevention method, which of course uses cookies to store a type of CSRF token. This is easier to implement as it does not require any server side state for the CSRF token. The CSRF token in fact could be the standard authentication cookie when using this method, and this value is submitted via cookies as usual with the request, but the value is also repeated in either a hidden field or header, of which an attacker cannot replicate as they cannot read the value in the first place. It would be recommended to choose another cookie however, other than the authentication cookie so that the authentication cookie can be secured by being marked HttpOnly. So this is another common reason why you'd find CSRF prevention using a cookie based method.