In Obey Alien Orders, John Dowdell builds on an O'Reilly blog post noting consequences of letting your web browser run scripts capriciously. With much of the world, awhile back I settled on the NoScript and Adblock add ons to Firefox to control which sites get to run scripts. It's easy but a bit annoying trying to figure out which scripts are need to run Yahoo and Google Analytics tracking and Blogspot smoothly. Better than letting scripts run wild.
Marketing knows this, so you still have to enable scripting to view many things. You can still do housecleaning by Clearing Private Data (except Saved Passwords), or more effectively by running Ad-Aware and Spybot Search & Destroy, and CCleaner on Windows.