Take http://boston.cbslocal.com for example. I have an add-on installed call Ghostery. It blocks tracking cookies and tells me what it’s blocking. Here is what a news article had embedded in it as far as tracking cookies:
This is a much larger than normal list, although most websites normally have at least 3-4 of them.
National Weather Service:
This blog, where this article is posted, is using one tracker called “Gravatar”. That’s so if you post a comment, it can add your icon next to your name. You have to previously have registered with gravatar for this to work.
I would recommend this add-on (Ghostery) to people concerned about their privacy. It works with Safari, Firefox, and Chrome. I’m not a Windows person, but would suspect it would support IE as well.