As mentioned before, to check out if there is any third-party tracking you when visiting a webpage, you can install the Firefox add-on Collusion, but which is not available for you to stop the track.
Thus, some geniuses have developed new versions of the add-on, which are not only available for you to see the tracking sites, but also to block them.
After installation, Collusion will automatically show you the tracking sites and block those they can, as what you can see from the following image:
Circles with red "\" characters are known and blocked tracking sites, while other circles are not.
As it is said, the new Collusion can block more than 800 known tracking sites, but not including Facebook, Twitter, Google+ and even more popular ones, as what you can see from the following screenshot:
And if you want to prevent Facebook, Twitter, LinkedIn, Google and Yahoo from tracking your browsing activities, you can install the Disconnect extensions.
After installation, Disconnect will automatically disallow those 5 sites to track your browsing privacy when visiting a webpage, as what you can see from the following image:
Besides, you can also only block Facebook, Google or Twitter by installing the Facebook, Google or Twitter disconnect extension separately.
By the way, the new Collusion and Disconnect extensions are developed by the same team, both of them can block Google AdSense, but Collusion is only available on Chrome and Safari, while Disconnect is also available on Firefox.