More and more companies are tracking personal habits of those who browse the web. It doesn't matter if you are shopping or not. 'They' know where you've been and what you like. Google is probably a large offender.
I've lost the reference, but for those who frequent Facebook, I heard that if you have marked over one hundred likes, marketer's have you pegged quite closely. It is said they know more about you than possibly your close family members.
And amongst all this tracking, much of it is done with some combination of cookies and scripts: cookies to track you, and scripts to present you with stuff you probably don't want to see.
If you want some modicum of control over what others see of your browsing habits, and if you are a FireFox user, there are some interesting add-ons, add-ons which are popular, well written, and worthy of evaluation.
- Ad Block Plus, or ABP for short. This is my favorite. Tired of all the pop up videos, flashing gifs, and buy-me intrusions cluttering the page. Ad Block Plus helps to remove the clutter, and presents a web page in it's intended informative format. No ads in Facebook. Who would'a thought?
- Flash Block: can make some annoying flash stuff go away. But some web sites use it for content presentation, so this is a double edged sword. Like the tiny print at the bottom of pharmaceutical ads, the disclaimer: iit won't function normally when combined with 'Javascript disabled' or 'with NoScript installed'.
- NoScript: allows active content to run only from sites you trust, and protect yourself against XSS and Clickjacking attacks. This requires some fiddling on a site to site basis, as some sites legitimately use scripts. And you have to be careful, because sometimes Google collection scripts can insinuate themselves.
The above three resources are described at Firefox uses too many CPU resources - How to fix along with a number of other interesting how-to's for improving the web browsing experience.