Great video from Tinkernut.com.
I’ve played with the services that the video recommends and am fairly impressed.
The Ghostery plug-in is great! If you are familiar with NoScript (You use that right?) it works fairly similar. When run it shows all the tracking programs that the website you are viewing is using. You have the choice to block them all or individually.
GhostVPN seems to be a quick and easy to use VPN service that offers a bandwith limited free account and claims that they do not track you at all.
If you are concerned about your internet privacy, check out the video above!