A lot of people are talking about a particular research paper featured by Wired of late. That paper describes, how users can be, and are, tracked against their express wish. Even deleting cookies does not solve the tracking problem. A lot of folks talk about how unethical, probably unlawful and unfair it is.
So far, although, I have not seen a site that gives more than hints how to prevent being tracked. Firefox users have a couple of tools at hand that can easily circumvent most, if not all, attack vectors. Using these measures comes at the cost of comfort, though.