The short answer is that no-one knows yet.
The long answer is that 3rd party cookies are a hazy area; it's not clear from the directive (PDF) who would be prosecuted for failing to obtain consent when storing 3rd party cookies.
The ICO's current interpretation and advice, published in "Changes to the rules on using cookies...", admits that they don't know how the directive applies to 3rd party cookies:
"The process of getting consent for these [3rd party] cookies is more complex and our view is that everyone has a part to play in making sure that the user is aware of what is being collected and by whom."
Emphasis mine. They don't say who's responsible, only that someone is. Furthermore, they say that they're attempting to clarify these rules:
"[3rd party cookies] may be the most challenging area in which to achieve compliance with the new rules and we are working with industry and other European data protection authorities to assist in addressing complexities and finding the right answers."
They are expecting that these third party services
...will no doubt adapt to achieve compliance with the new rule...
One possible hint of the ICO's stance is that they list Google Analytics cookies as non-essential in their own privacy policy, and only use Google Analytics if you consent to storing cookies. I think that this sets the tone for any clarification they might offer. They may well say, 'you need to ask permission for 3rd party cookies too, because it's your choice whether you use those services or not'. But we don't know for sure yet.
This uncertainty is one reason for the compliancy deadline being extended to 25th May 2012. The best thing British webmasters concerned about the impact can do is to keep an eye on the ICO's website and wait for clarification from them. In the meantime, the rest of their advice outlined in their guidelines is worth following for cookies that you issue yourself.