I've been pretty mindful about avoiding trackers on my site. I don't use an external web analytics package (I do have the apache logs, crunched by AWStats, but nothing anywhere near the level of a Google Analytics or even WordPress Stats tracking). But, websites connect to other websites. That's kind of their job. And other websites track stuff. So, even a website that doesn't directly track people, by using YouTube videos and other hosted media, exposes people's activity to those who track them.
I saw a post about Collusion - a Firefox add-on that maps links between websites, both the ones you go to directly, and the ones that send media and pull tracking info.
Here's what about an hour's worth of activity looks like, after letting Collusion monitor my browsing in Firefox:
The icons that are glowing are sites that I went to directly (all work-related, of course...), and the non-glowing icons are sites that either fed media to the sites I did visit, or who tracked my activity as a third party. Looking at my blog, with no third party tracking explicitly set up, there are still several sites indirectly monitoring activity of people.
That's kind of creepy. The only way to completely avoid this is to host everything yourself, and never link to anything else. But that kind of goes against the whole purpose of this online-community-hootenanny thing...