Being a control freak means I like to control who gets to make money from my wandering around the web. It's like those stickers that car dealers put on the back of your vehicle. When I buy a car or truck, I tell them $100/year for carrying their advertising or take it off before I hand over the cash. Sadly, I have never been given the $100/year.
You have probably seen the recent ramblings for browser "Do Not Track," (DNT) being voluntary and/or default to "on," or not. Even so, some sites will choose to ignore those settings anyway, but -- I have found a neat little add-in for Firefox and a bunch of other browsers that gives control back to the individual user.
It is called Ghostery and is free. You train it on what tracking is acceptable and what is not. You can also have a white list of sites, such as the Engineers Edge where you can let it have carte blanche at the tracking for such friendly sites so they can make a buck with your blessing.
You, like me, may be stunned at the number of tracking sites often being activated for a single website. Here's the a pic of just the ABC News home page and 8-trackers hobbled. It can be a bit of a pain teaching it to what to block, but once a tracker is blocked on a website, it is then blocked on any other website that it is encountered on.
Just a happy customer, nothing to do with the software.