Ghostery™ sees the invisible web – tags, web bugs, pixels and beacons. Ghostery tracks the trackers and gives you a roll-call of the ad networks, behavioral data providers, web publishers, and other companies interested in your activity.
And it looks like a useful product. It works as an add-on on Firefox and might be available of IE as well. In addition to this, a great way to check if you’ve got your privacy settings enabled is to go to http://www.firefox.dom/dnt – and if you prefer it enable the Do Not Track (DNT)setting there’s a link that shows you how.
DNT is a voluntary standard, i.e., if your browser signals DNT, it is a request for the website to not ‘track’ the user. However, it is not a guarantee that the website will refrain from doing so. Advertisers have a horrible track record with privacy concerns of users, so while DNT is a good idea, it may not have much practical value.
There’s an interesting controversy brewing over Roy Fielding’s September 7, 2012, Apache HTTP Server patch which causes the server to ignore the DNT setting on Internet Explorer 10. Fielding is an author of the DNT standard and his view is that DNT should be an informed choice, not a default preference set by a vendor. I figure that since DNT is a voluntary standard, if IE 10 were to have DNT enabled by default, advertisers may choose not to abide by it.
source: http://en.wikipedia.org/wiki/Do_not_track_header
And an excellent article on the topic of tracking.