As far as cones, don't sweat it, they're a part of autocross. If anything, I'd say most novices hit far fewer cones than more experienced drivers do. The fastest driving line through any autocross course is so close that you will bobble every cone in the slalom and other key cones. The rule of thumb is that every foot off a slalom cone is .2 seconds: drive 2' wide through a 5-cone slalom (typical novice mistake) and you've just cost yourself 2 seconds! Consequently, you'll find the fastest drivers are just inches off those cones. Slip angle also comes into play; cranking the steering wheel the same amount is going to give different amounts of actual steering depending how fast you're going just due to how the tire rubber deforms under load. As drivers get experience and start driving closer to the limit, it's often harder to hold that precise 1"-off-the-cone line, especially for tight offsets where you're threading a needle with very little margin of error left or right.
So, if you're not occasionally hitting a cone, you're either too far from the cones or not driving fast enough :)
If you're worried, roadwarrior should work well, but it's overkill for autocross. Makes more sense on the track where a lot of debris is getting kicked up at triple-digit speeds. This isn't an ad, just the first time I saw someone using it (at VIR). Looked like underbody coating when it went on, and he said it just peeled right off. He also said it falls off if it's raining.