The only comprehensive way to stop information from being collected about your web-surfing is to stay off the net. But you can do several things to prevent information being gathered about you and your surfing habits.
Some precursor technical background:
Why should you be concerned about your privacy online? Steve Rambaum illustrates this very clearly in his infamous talk "Privacy is dead: get over it." In short, this data gathering is giving companies (aka, people with money AND a vested interest in maintaining the status quo) the ability to predict your future behavior based on data gathered about you from several locations. For a detailed explanation of how they do this is done with mathematical precision, see a famous document called Silent Weapons for Quiet Wars (via Lawful Path)
Remember, the only way to be 100% safe online is to not use the internet. And even if you browse anonymously, aggregate data about the browsing patterns of masses on a macro- scale is still potentially available to people who would want it (monitoring of the internet at the backbone level by NSA and intelligence wiretaps) and can be used to make sure that the number of people accessing, say, a document the powers that be deem "dangerous", can be monitored, and action taken if it spreads to too many people (disinformation).
Steps you can take to prevent illicit data gathering:
1. Use Panopticlick to check your online fingerprint.
2. Until Opera gets more and better plugins with regard to privacy, I recommend using Firefox, and installing the NoScript, BetterPrivacy, HTTPS-Everywhere and disabling cookies globally unless you need them for a certain website.
3. Websites like YouTube, Facebook, Google, Twitter, etc, etc, use a profit model which specifically depends on targeted advertisments and collecting data on its users to be sold for cash. I repeat: THESE WEBSITES MAKE UNTOLD VAST SUMS OF MONEY BY TRACKING YOUR MOVEMENTS ONLINE Even this forum requires you to use google's captcha service to register. Did you register on your personal PC? Google knows.
------------>3a. Incidentally, Google and other multi-BILLION dollar corporations spend vast fortunes on PR. Just like $Millions were spent convincing us that Barack Obama was the messiah, the same holds to convincing us that google and these corporations are good for us. The key to defeating PR and disinformation techniques is critical reasoning and vigilance. Knowing is half the battle.
4. Use TOR. I recommend either the Tor Bundle with Torbutton addon for Firefox, or the standalone Tor Browser. More information HERE
5. Use public internet access (Libraries, Public hotspots, etc). These are great for doing research, but be careful, these open networks are vulnerable to clever methods of intercepting your traffic (man in the middle attacks, packet sniffing). As such, avoid things like online banking, or anything that requires a username and password that you wouldn't like hijacked
6. STOP USING FACEBOOK. Facebook is the same as google, but worse in that not only are they making money by keeping all data on you permanently, creating detailed psychological and behavioral profiles on you, and then selling it off to the highest bidder, but if you use facebook, you are a "dumb f*ck" according to their own CEO [Source]. NSA has admitted they monitor all twitter posts and use them in aggregate data mining. The less information they have about us, the better off we are. This is a matter of tactics as well as strategy.
7. Use an anonymous search engine like Scroogle or StartPage. Keep your search strings away from Google.
8. Use open-source software. This includes using a different OS if you're on Windows. There are several great linux distributions out there for people with no linux experience, like Ubuntu or Knoppix. Works in two ways: you avoid giving money to Microsoft (a good idea), and you use software you can be SURE is secure and free from backdoors, even going so far as to check the code if you want. When functionality is equal, open source is better than closed source every time.
None of these methods are full-proof. The only way to prevent data gathering is not to generate the data in the firstplace. Once you realize that much of what you do online can be done offline in a private manner which generates no tracking data, you may begin to feel liberated knowing that living "off the grid" really isn't that bad if you ever had to. Information is the primary weapon used against us in the war for our freedom. Stop supplying it and we will be better off.
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