I discovered a new addon in firefox, that is complementary with adblock+ and the hosts file trick:
RequestPolicy

What's the function?
It blocks all requests that are external to the webserver you're browsing.
Of course you can define personal rules, the addon comes with predefined rules you can choose from at first setup and after.

For each page you navigate, you can choose to allow all request, or a particular external request with a simple right click and choose.
The addon lets you know easilly if there has been some filtration etc.

It's particularly efficient against webbugs that track your browsing habits. Just remember to clear your cookies before starting the addon, because almost all browsers continue to use old cookies even when you set them up not to use cookies anymore.
So for now my tools:
Firewall
Firefox
Adblock+
RequestPolicy
Hosts file