If you haven’t explored this site already, you’ll want to check it out: http://www.privacychoice.org/
And while you’re there, do check out the “Who’s Watching” section to see what companies are collecting information about you if you visit certain sites.
For a good companion piece, see Ms. Smith’s article, “Privacy Choices: Who’s Watching You and Tracking Your Clicks?”
Thanks to PogoWasRight.org’s original co-founder, Ziplock, for sending me these links.