Collusion is an experimental add-on for Firefox and allows you to see all the third parties that are tracking your movements across the Web. It will show, in real time, how that data creates a spider-web of interaction between companies and other trackers.
COMMENT: I cannot recommend this extension HIGHLY ENOUGH! Kudos to the good folks who were able to devise and implement this most satisfying of tools in the quest to turn the spyglass around 180 degrees and expose the snoops. (Too bad it only works on the Firefox platform; Tough luck for the others.)TRY IT here.
Note: Firefox already has a mode called Private Browsing mode available from the Tools menu. (shortcut is Ctrl+Shift+P). Do that first when you start Firefox, then you can browse all you want without cookies tracking you, and that includes Collusion.
There are still other ways you can be tracked in that mode, but it cuts out many of them. Search Firefox add-ons for “Privacy” for more.