Detecting $_GET parameters from any page + Cookie

Question

I'm trying to create a basic affiliation system plugin that for now, will do the following:

• If it exists, read a $_GET URL parameter in any page (for instance http://mysite.com/about/?affid=1234). If not skip the following two steps.
• Save it in a cookie
• Redirect to a clean URL (http://mysite.com/about/)

My issue lies with the first and last parts (reading the parameter and redirecting). I don't think that add_query_var is the correct way to go with, since I just want to track the referral and not se the parameter in a query. Any thoughts?

Edit: here's what I have until now:

add_action( 'template_redirect', 'test_redirect' );
function test_redirect() {
  global $wp;
  $wp->add_query_var('aff_id');
  //cookie related stuff goes here
  $current_url = add_query_arg( $wp->query_string, '', home_url( $wp->request ) );
  //strip the URL parameter aff_id from $current_url???
  wp_redirect( $current_url ); exit;
}

Edit: Working code, thanks to all of you and specifically @Max who helped a lot.

<?php add_action('init', 'affiliate_redirect');
function affiliate_redirect() {
  $varname = 'aff_id';
  $weeks = '4';
    if( isset($_GET[$varname]) && '' != $_GET[$varname] ) {
    setcookie('wp_affiliate', $_GET[$varname], time()+648000*$weeks, '/');
    $pageURL = 'http';
    if ( isset( $_SERVER["HTTPS"] ) && strtolower( $_SERVER["HTTPS"] ) == "on" ) {
      $pageURL .= "s";
    }
    $pageURL .= "://";
    if ($_SERVER["SERVER_PORT"] != "80") {
      $pageURL .= $_SERVER["SERVER_NAME"].":".$_SERVER["SERVER_PORT"].$_SERVER["REQUEST_URI"];
    } else {
      $pageURL .= $_SERVER["SERVER_NAME"].$_SERVER["REQUEST_URI"];
    }
    $url = preg_replace('/([?&])'.$varname.'=[^&]+(&|$)/','$1',$pageURL);
    $last = $url[strlen($url)-1];
    if ($last == '?') {
      $url = substr_replace($url ,"",-1);
    }
    wp_redirect($url);
    exit;
  }
} ?>

Answer 1

This should work, though untested.

<?php
add_action('send_headers', 'affiliate_redirect');
function affiliate_redirect() {
    // it's possible to use 'if( !empty( $_GET['affid']) )'
    if( isset($_GET['affid']) && '' != $_GET['affid'] ) {
        if( empty($_COOKIE['affid']) )
            setcookie('affid', $_GET['affid'], time()+2592000, '/');
        header('Location: http://mysite.com/about/');
        exit;
    }
}

Answer 2

Answer based on @MaxYudin answer

add_action( 'send_headers', 'wpse85540_affiliate_redirect' );
function wpse85540_affiliate_redirect()
{
    // Maybe even more elegant than simple $_GET, depending on if it was added:
    // $affid = get_query_arg( 'affid' );

    if (
        isset( $_GET['affid'] )
        AND ! empty( $_GET['affid'] ) 
        )
    {
        empty( $_COOKIE['affid'] ) AND setcookie(
             'affid'
            ,$_GET['affid']
            ,time() +4 * WEEK_IN_SECONDS
            ,'/'
        );
        $path = user_trailingslashit( '/about' );
        $scheme = is_ssl() ? 'https://' : 'http://';
        $url = is_multisite()
            ? network_site_url( $path, $scheme )
            : site_url( $path, $scheme );
        wp_redirect( $url ); // 302
        exit;
    }
}