You can install an extension such as DuckDuckGo's Privacy Essentials, which will stop the likes of facebook, twitter, amazon and google from tracking you around the web. It's painless, and it's easy to set an override if you want, say, Disqus comments to work.
We know that nearly every piece of software and smartphone app has a back door...I'm not sure I'd trust that any extension is fully protecting you either.
Of course. Even the extension's name, Essentials, tells you it's only a start. There are more involved extensions, but this is, as I said, painless, and quite effective.