Online Behavioral Advertising
A lot of advertisers are part of self-regulatory programs and let you opt-out from receiving interest-based advertising. The following tools let you find out which advertisers have enabled interest-based ads for your browser and opt-out from them. These tools use opt-out cookies to store your preferences in your browser. (Note that if you are running advertising blocking plugins, these tools may not work correctly.)
Since the opt-out preferences are stored as cookies, deleting cookies will remove your opt-out preferences. You can use the following extensions to preserve the opt-out preferences you have set.
Various analytics services provide ways to opt-out from getting tracked by them. The following are the opt-out pages of the major analytics providers:
All-in-one Browser Extensions
The following extensions block tracking requests from analytics services, advertising networks and social networking sites. They are a more drastic measure for blocking tracking as they can break the functionality of some web pages. It is recommended that you use only one of these as they interfere with each other's working.
 This blog uses Google Analytics. I know.
 I like how the the opt-out page of KISSmetrics links to the opt-out pages of its competitors.