Ghostery, the last time I checked it out was closed-source, subject to control or influence by advertisers, and reporting to the vendor about users' browsing. Clearly lots of people like it, but I would consider it gross breach of my security policy.

My recommendation for anyone who's serious about controlling his/her online footprint is Request Policy. It's open source and simply blocks requests according to user directions - you can put it on a whitelist or blacklist basis, and decide for yourself what servers to contact from each page. Of course this is too inconvenient for most people, but it gets asyptotically less troublesome as the list is perfected.