Your online activity is tracked by a wide variety of technologies, not just web sites. For example, all of the major search engines (e.g., Google, Bing, Yahoo) track your search history. If you use one of the major search engines, then you will need to opt-out of the search engine history tracking at each search engine. This Mashable article contains instructions plus links to the opt-out mechanisms for each search engine.
Me? I use the DuckDuckGo search engine instead. There is nothing to opt-out of because DuckDuckGo doesn't collect anything.
Simiilarly, the social networking websites you use track your online activity and will use your name and photo in their online advertisements if you let them. To avoid this, you'll need to opt-out of the advertisement features at each social networking website you use. For example: sign in to Twitter and navigate to Settings, and then Security and Privacy. On that page, uncheck the boxes next to Promoted Content and Tweet Location. For Facebook, navigate to General Account Settings, and then to Ads. Clcik Edit and select "No one" for Third Party Sites. Click Edit and select "No one" for "Ads and Friends."
This Masahable article contains instructions for how to opt out of advertisements on Google services.
The web browser you use also tracks your online activity. So, the steps you must take to deactivate HTTP cookie tracking depends upon which web browser you use. According to Masahable, to opt out of cookie tracking Mozilla Firefox users must:
"In Firefox's Privacy panel, click on the area next to Firefox will: and select Use custom settings for history. Once selected, remove the checkmark in the Accept Cookies box."
Also, there may be settings on your mobile device to turn off any sharing with your mobile device manaufacturer, mobile operating system manufacturer, and/or telecommunications provider. None of the above methods will stop sharing of your purchases with your bank, credit-card, debit-card, and/or prepaid card provider.
Remember, all of these services and technologies, including your mobile device (e.g., tablet, smart phone), that collect data also collect metadata. All of this online data collection can make the Internet a pretty frustrating tool at times. In response to the perceived (and real) lack of online privacy, more and more users in Australia provide fake information while online to blunt companies' data collection and tracking. And, if infected with the appropriate computer virus, your smart phone may continue to track you even when turned off.