FWIW Ghostery gives you the ability to turn off 3rd party tracking, but they keep track of you. Apparently what is good for the gander is not good for the goose.
They say on this wikipedia page that it is opt-in, but I've heard from reliable security researchers that it does in fact track your behaviour. I imagine the opt-in feature merely allows them to onsell the data (rather than just using it internally).
Privacy Badger is a preferred option because it's built by the EFF, who are militantly committed to no one but the user, not a company that has business relationships with advertisers (as is the case with ghostery). I believe it is built on the code behind adblock plus, and designed to require no setup .