Mozilla foundation just released a tool called collusion..
It makes a map of the sites that report and track information about your internet whereabouts..!
I have made a small map of the sites that I frequently use and the interconnections are astonishing.! The major “spy entities” on the graph are Google and Facebook , something that comes as no surprise 
. An also disturbing fact is that adult themed sites report your “preferences” to google so I can only imagine what kind of details a google account must have logged on about you , and all of this in an effort to show you the most targeted commercials possible!
I strongly recommend using this tool just to get a glimpse of the privacy problems that arise..!
Even my website where I have made an effort not to use google analytics or adwords or any other framework that may track visitors , the youtube embeds ( of documentaries and etc ) on my pages give away clues about where the visitor was. The only way to combat this I guess is to host everything on my server but due to the cost of this ( bandwidth ) it is impossible..!
