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Definitely browser add-ons that deal with tracking cookies and the like, plus what galen suggested. I'd also recommend a plugin that obfuscates HTML canvas data, as that can be used to track you across websites. A VPN can offer a certain kind of privacy. It won't affect someone's ability to track you from one site to another (since that's based on creating a browser signature), but it does reduce the amount of eavesdropping that is possible. However, it really just means you're trusting the VPN provider not to spy on you as opposed to, say, your ISP.