Though these all have the same maintainer, WAI and Warp have versions 0.4 available, but Yesod depends on version 0.3 of these things.

So do we want very latest version of WAI and Warp right now, or do we also want Yesod?

It sounds like Yesod will catch up in those dependencies in version 0.8.
See this issue:
https://github.com/snoyberg/cookie/issues/1
The packdeps link lists what Yesod dependencies have more recent versions available.

My vote is to have Yesod, and to hold off on upgrading WAI and Warp until the next major release of Yesod.

-Leif Warner