I reported the other day (BBC gifting private data to a USA-based company) that the BBC were using a cookie-based method to send off your browsing history at their website to a company based in the USA, Omniture. It now turns out that several other companies are doing similar data transfer, though not using cookies. Annoyingly, the list includes The Guardian.
In that thread, there are instructions on how to block transfer of this data: for Windows, and Linux. Another contribution to that thread offers this crontab based approach for Linux, while there are observations for Vista users. I think an approach for Macs will be forthcoming.