Apparently it is not enough to just clear cookies, your cache can also contain some nasty tracking features:
The article informs you that with Firefox you can clear the cache each time you close the browser. Their menu path is wrong, here is the correct one: “Tools -> Options -> Privacy -> Cache -> Settings”. There you can choose what you consider private data. At the bottom of the dialog, you can enable a check box to make Firefox clear this private data on exit.
The author also complains about passing on identity information from one site to another, even when their TOS (Terms of Service) forbids them to:
They say that in their TOS which you usually ignore. For example, I was contacted on August 4, 2006 by a script at Google about my Sourceforge.net project, which asked me if someone else should be allowed to create a project on Google’s project hosting service with the same name as the Sourceforge.net project. Let’s ignore the fact that this email was sent by a script and was unsolicited. How did they know my details?? They should have a database of all Sourceforge.net projects and the owner email addresses and other details. I was quite unhappy about it.
I am not sure if Sourceforge would sell project owner details to Google, a competitor for them. Google probably just used their crawling knowledge to harvest these details from the Sourceforge site.