Here's some interesting info from Prez Art Gorski. He writes about Ghostery, "This Safari plug-in (double-click on it after download to install) will allow you to block all ad spying services. To configure that option, go to a website like Macworld where Ghostery will show you the list of services spying on you, then right click on that to go to the Ghostery settings. In there, you can block all of them."
Note the tiny "ghostly" icon in the heading when I bring up this PMUG Newsblog for the following screen shot.