So the last link went over some of the privacy issues online. They mentioned this option but I want to call it out a bit more directly. Ghostery is a plugin for your browser that, once you’ve loaded a page, will list all the assorted tracking items that the page loads. If you like, you can use it to block some of them.
Now, loads of sites will have this kind of crap installed. It will be a rare thing that you go to a site and Ghostery doesn’t show at least a couple trackers, which is often at least little stats stuff to show a web admin how many people are visiting his site. But sometimes you’ll hit a site with dozens of them, trackers for several advertising agencies monitoring you going from site to site. And those sorts of things are important to know.