Reblogged from PetraX with the advice that another means is using the add-ons No-Script and Adblock Plus with Firefox!
Some people are adding Google Analytics to track people coming to their page which tells them where you came from, the last page or site and other information such as how long you stayed on the page, what you click on and how often you come back to visit it (it remembers you) etc. That isn't necessarily anything to be concerned about -I I don't think it records ip addresses but it certainly uses them to inform the blog owner of your location.
I live on a very small island indeed and, back in my Xanga blogging and ICQ days, I was stalked by someone I chatted to a lot and who knew me only by my screen name. He had seen my picture and knew I had a bookshop in the Caribbean. I didn't even know he knew the island I was on.
He got my island from my ip address on Xanga or ICQ, turned up at Immigration on entry and asked if they knew an English woman (I'm Welsh, but there you go) who had a bookshop... Yes, they said, that's Mrs.D, her shop is ... It wasn't very terrible, he was just a fat old guy with a lot of money and a big crush and he left next day (I think).
I'm anxious to avoid that rather scary situation again and so I have Disconnect; a Chrome extension that blocks Google Analytics. There is another extension
Analytics Opt-Out that does the same things or you can block it from the Hosts file.
If I lived in New York, I don't think I'd bother. Maybe I would though, I don't really like being tracked at all.