Use a secure browser.

Internet Explorer has its problems, but it excels in one relatively surprising way – it offers the most substantive anti-tracking feature of any major browser. Despite Microsoft's significant revenue stream from targeted ads, the company's flagship browser features something called Tracking Protection, a suite of features that goes far beyond Do Not Track headers, actively blocking many (though not all, of course) efforts to leech personal data from Web surfers. This is an opt-in process, though, meaning another trip through your preferences.