There are add-ons and extensions available. To give an example I have an old firefox setup here with these add-ons: RefContol (forge referrer), UserAgentSwitcher (user agent manipulation), NoScript (block all scripting and therefore many tracking scripts), AdBlock (not sure is this helps to be honest), CookieMonster (easy cookie management), RequestPolicy (blocks request from your browser, helps with cross site scripting attacks; note this add-ons makes for a painful user experience unfortunately). Of course Java and Flash are disabled but if you don't want to disable them there are add-ons like BetterPrivacy for Flash that deal with them too. Note this setup is somewhat outdated and I have not kept up with recent developments. Finally all of this is useless if you don't also proxy your IP.