All-in-one free web application security tool. Web application vulnerability and privacy scanner with support for HTTP cookies, Flash, HTML5 localStorage, sessionStorage, CANVAS, Supercookies, Evercookies. Includes a free SSL/TLS, HTML and HTTP vulnerability scanner and URL malware scanner.
Can I opt-out from tracking?
Network Advertising Initiative Consumer Opt-out is a joint effort of ~100 advertising companies that offers a single interface for opting out from their tracking systems. Note that activating opt-out will actually create yet another permanent cookie in your browser, instructing compliant systems not to track its holder. This mechanism predates Do Not Track (DNT) header and is less effective.
WikiHow has easy to follow instructions on how to view and delete cookies in Microsoft Internet Explorer, Mozilla Firefox and Google Chrome. Note that right after you delete your cookies, websites will start setting them again and if you delete the opt-out cookies mentioned above, your preference will be no longer passed to ad companies.
Most recent browsers have a special "anonymous" browsing mode. It's called Incognito in Chrome,
InPrivate in MSIE, Private browsing in Firefox. It's not really anonymous as websites will still see your original network address, but your browser will not store any permanent data, typically used by Evercookies mentioned above.
If you don't like advertisements, you might consider ad-blocking software such as AdBlock or uBlock. Please note however, that majority of your favourite websites are alive only because they can pay their bills with ads, so the more people block ads, the more — some of them will just disappear, some will only offer paid content.
Even ad-blocking software will no be able to prevent some forms of sophisticated tracking, such as HTML canvas fingerprinting. Specialised add-ons such as NoScript for Firefox can help here and are strongly recommended if you're concerned about your privacy. If you're able to accept a slightly increased page loading times in exchange for high level of privacy, you might try TOR Browser