There are a number of resources that can give you control over what information you share over the internet. I have divided some of the ones I like into several categories including, tracking blockers, computer cleaners, and encryption.
There are a number of add-ons to your browser that will block trackers or give you control over what information you share. Some of my favorites are:
Do Not Track Plus https://www.abine.com
NoScript is probably the most powerful of the tools listed here. It will block all scripts from running on your browser without your consent. Not only will this stop trackers but it will also stop scripts, without you giving consent, such as ones that open popup windows or play flash videos. http://noscript.net/
If you already have trackers on your computer, you can clean them with free programs. One good example is:
CCleaner found at: https://www.piriform.com/ccleaner
Search engines that do not track
Search engines generally track you online. However, here are a few that do not:
Start Page https://www.startpage.com
Duck Duck Go https://duckduckgo.com/
Anonymity online through encryption
If these other protections are not enough and you want stronger anonymity online, you can use TOR. TOR is an encryption program that routes all of your online activity through three different random computers on its network. That, combined with very strong encryption, means that no one computer knows who you are and what you are doing on the internet. It can be downloaded at: https://www.torproject.org/
Social Networking sites, such as Facebook, are some of the worst trackers on the internet. If you are worried about tracking, you should access social networking sites in a different browser.
Play with the privacy settings in your browser. Not all tracking is bad and some of it is beneficial. Play with the settings so you can set them to protect the information you want while still maintaining the functionality you want.