I believe that prudent compartmentalization is the best way to control tracking and reclaim privacy. Each compartment comprises interests, relationships and activities that you want observers to track and interrelate. For compartments where privacy is essential, it's best to use pseudonyms, and to avoid cross-linking with public compartments.
Compartments are isolated in VMs, with separate network connectivity using nested chains of VPNs, JonDonym and Tor. Particularly sensitive compartments are isolated in separate computers. It's prudent to avoid cross-compartment sharing of USB drives.