To have a conversation with someone, you have to uniquely identify them, and correlate all the words they've said as coming out of their mouth and not somebody else's, then put all these words (which you've identified as being part of the same sentence) together into meaning. As you get to know someone, you correlate all these meanings into a mental model of the person, and use this to guide how you interact with them. People who can't do this are considered mentally ill.
It's one of the defining pieces of consciousness, and essential to the human experience. So, as programmers, we make a deliberate choice to enable this functionality for end-users in most internet applications (like email, IM, social networking, and discussion boards) by displaying a token belonging to you (and only you) next to what you're saying and doing. This can be a username, email address, phone number, picture, etc. This particular spec is a more convenient way of establishing your ownership of a token used to identify you.
You can choose to use sites (like 4chan) which don't reveal this information publicly. But if you sign your posts, or indicate in any way that you are the same person as a previous poster, you are establishing an identity which 4chan is tracking and revealing to the world. There is no conversation without tracking.
Whether or not the sites you use choose to identify you, however, they know you by the IP address you are coming from; they have to, in order to send information back. Tor can mitigate this (if you change exit nodes with every request) by hiding your path from A to B within a cryptographically secure mass of data, but if the random number generator determining the amount of time to wait before forwarding your packets is broken, that's blown too.
IP addresses change, so if I want to correlate you between your ISP's DHCP leases (or between your multiple internet connections - Starbucks, home, work), I'll set a cookie. This is how when you clicked "reply", Hacker News knew it was still the same person who logged in with "ukaszg/hunter2".
Tracking is essential to civilized conversation. To fight tracking itself is to ask that the entire Internet become 4chan and that nobody assume the same identity from post to post. I hope this isn't what you mean.
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Tracking makes you nervous because
a) computers exhibiting human behavior is kind of creepy
b) sometimes, companies choose to violate users' expectations of what will be done with the information they've correlated
But you can't take this information away from them while still using their services. You can refuse to use services which violate your expectations, you can demand better, and I encourage you to.
But ultimately, these services have to pay the bills and make a profit. I could be wrong, but I'm going to take a wild guess and say you wouldn't pay for Facebook; I'm going to go even further and say that you would be offended at the idea of having to pay for Facebook.
Well, Facebook's employees want to feed their children and buy cars and houses and video games and TVs just like you. And Facebook's owners and investors want to get rich. If these objectives aren't met, there won't be a Facebook.
So instead of taking your money, they take what they can guess about what you will buy, and charge advertisers for it. Advertisers, in turn, can show you products which you won't scoff at paying for, and eventually some less speculative cash enters the equation.
You cannot avoid tracking. But if you want the companies tracking you to conform to your expectation that your data not be used to sell you stuff, you're going to have to pay them. Rackspace email is $2/mailbox/month. There are no ads.