Seth Godin pointed me to a great site in a recent post. The site allows you to opt out of behavioural targeting - where companies place cookies on your machine that track your movements around the web. So you get targeted ads on one site because of what you did on another.

This site tells you which member-company cookies you have on your machine already and lets you opt out.

I was amazed how many of these secret squirrel acorns were already on my PC.