If you want to see which sites are following you from site to site, install the Collusion add-on. The add-on, which can even notify you as cookies are set, shows a little red circle in the bottom corner of your screen.
Clicking on the circle opens a visualization of the companies tracking your online behavior.
Click on the circles in the visualization to learn more about who is following you.
Mozilla provides a demo of the add-on in action to show you what happens when you visit imdb.com, move on to the New York Times site, and then visit the Huffington Post site. The bubbles just keep popping up.
Mozilla also links to Eli Pariser's Filter Bubble TED talk on YouTube. Parser does a great job of explaining why search personalization can actually narrow your world view and exclude results that are important in favor of results the search engine assumes you want. He compares it to serving you only dessert and cutting out the vegetables, which are also essential to a healthy online diet.
Are you concerned about who's tracking you online or what your filter bubble is dishing out? If so, what privacy controls or add-ons do you use? And how are you balancing your personalized search diet?