I haven't tried ghostery and can't comment on it, but I know that CS Lite also puts out a very nice Mozilla Firefox add-in that allows the blocking of cookies, scripts and other nasties.
It does take a while to get through all of the custom setting and the dialog boxes that pop-up.
_________________"For every thousand hacking at the leaves of evil, there is one striking at the root."
David Thoreau (1817-1862)
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