The Network Advertising Initiative opt-out page gives you a convenient way to stop a long list of companies from tracking your online activities. Supposedly all the tracking is done to deliver “behavioral” advertising but we all know that in reality the companies could be doing anything they want with the data. The tool works by installing a “opt out” cookie which means you will need to run it on every computer/user account in order to completely opt out. Also, given the method used, an “advertiser” could ignore the opt out. That would be a violation - those never happen, right?
Safari users like myself have a convenient alternative. If you open Safari’s preferences and go to the Security tab ensure the “Only from sites I visit” option is checked on the Accept Cookies section.