Floodwatch:
Floodwatch is a Chrome extension that tracks the ads you see as you browse the internet. It offers tools to help you understand both the volume and the types of ads you’re being served during the course of normal browsing, with the goal of increasing awareness of how advertisers track your browsing behavior, build their version of your online identity, and target their ads to you as an individual.
I’m going to install and use this for a month. I bet the data it collects will appall me.
Even better, jump to the last page: http://disconnect.me/
Even if you have cookies turned off, they also
store cookies in a database inside your browser as well.
~/Library/Safari/LocalStorage/
which you have to delete manually.
Ghostery (with Ghostrank disabled) for the win.