Browsers store cookies for websites, so they identify you. Looking in a typical browser's cookie list, you see thousands of them. So either you don't care for that or you manage it. I now got the Cookies app from Mac app store. What you can do is to mark important cookies from websites where you want to have auto login enabled to be your favorites. And for all other cookies, you set: delete them on browser quit. This way all the advertisement tracking stops working.
Well, on our own website, over the years I tried clustrmap and google analytics to learn about who visits the website. I stopped clustrmap yesterday. I disabled google analytics last year, but finally I deleted last scripts from them, too. Our websites still have the website chat, which we may reduce so it does not set a cookie unless you use it. Especially as there are privacies laws coming to European union which may require us to make cookies an opt-in or opt-out thing.