The preferred way to log out is to redirect the user to https://login.mypurecloud.com/logout. This will destroy any tokens associated with the session cookie, but will not destroy sessions from other sessions/applications. After redirecting the user to the page, they will be prompted to enter their credentials the next time an OAuth flow is started.
The session cookie Chuck is referring to is from login.mypurecloud.com and is our cookie. We use it so that if you log in multiple times during a short amount of time you don't need to re-enter your credentials.