I’m trying a Firefox plugin called Ghostery. It shows the third party scripts that are used to track your behavior or serve ads or widgets on any site you visit.
For example, here’s what the New York Times uses:
WordPress.com (they correctly identify the three analytics systems we use):
Most tracking scripts are benign, but it’s good to keep in mind that each one of those scripts has the option to keep track of you as you interact with a web site and then send that data back to a third party.