So with so many websites tracking and gathering data what do they do with that data? Who is watching your every move on the web? Are you one who goes in and either dumps your cookies/cache and your personal data? Did you even know that you can do that? Doing that will remove some of the information that some websites can gather on you.

In Firefox:
Tools > Options > Privacy > Private Data > Settings
once your in the settings you can pick and choose what you would like to dump. Make sure you pick and choose or you could dump things like your password.

Here is a article to read about your privacy on the web:

Web founder warns against website snooping

Surfers on the Internet are at increasing risk from governments and corporations tracking the sites they visit to build up a picture of their activities, the founder of the World Wide Web said on Friday.

Technology now being developed will make it easier to decide who can see material one posts on the Web, and in what circumstances. For instance people may not want prospective employers to see an album of holiday photos, he said.

Berners-Lee, a British software engineer who is now a professor at the Massachusetts Institute of Technology (MIT), said innovation on the World Wide Web was speeding up.

"The Web is not all done, it's just the tip of the iceberg," Berners-Lee said. "I am convinced that the new changes are going to rock the world even more."