With the Google Viacom lawsuit requiring a massive data give away, folks are beginning to wake up to the lack of privacy and the lengths that companies and websites are using to track your online activity.
Here is a list of a few programs that cost you nothing more than the download time.
Firefox for browsing. Much better and faster than IE. An order of magnatude better privacy settings. Thunderbird for email. It is your email. If you want to have some other company reading your mail and inserting advertising and clear gifs and tracking cookies, by all means get your ass sold down the river to every advertiser with a checkbook. AVG for anti virus. AdBlock Plus to eliminate website ads, third party tracking cookies, and other tracking. Easylist for AdBlock Plus Tor for anonymous surfing. This slows down your surfing as bit but it is worth the wait if you want to have any sort of privacy.
It is almost impossible to control your entire internet footprint. but you can decide who you want to share with.