Collusion is a good fee web app for you to check out if there is any third party tracking you when visiting a website.
But its Firefox version is not available any more, instead, you can check out its Chrome version.
The Chrome version is nearly same as the Firefox version mentioned before, but more accurate, and it can track all the sites of the tabs you have opened in a Chrome window. What is more, it will block Advertising, Chitika, Google Adsense and some other "Known tracking sites" directly as default.
By the way, if you still want to find out if there are any third-party services which are tracking you when visiting a website on the Firefox browser, you can check out Disconnect instead, which has integrated the Collusion functions and performed better.