Use a really secure browser.
WhiteHat Security's Aviator browser has its drawbacks, from the spare interface to very occasional fits of bugginess. That's the (small) price you potentially pay, however, for a free and fully security-minded browser, that comes with features like Do Not Track already turned on, uses DuckDuckGo as its default search engine, and is bundled with Disconnect. Aviator is completely devoted to squeezing off tracking data, going so far as disabling auto-play Flash elements, and making you click to start them (Flash being a prime way of both loading malicious software, and grabbing your information). It's Mac-only for now, and worth a test run for anyone who's serious about limiting data leakage.