Protest profiling conducted by DoubleClick and others by sending them a letter. They'll inform other visitors and perhaps update their Junkbuster program. Tweak your browser. Click Disable cookies and no cookies will be saved on your disk. But this option may make it difficult for you to visit some password-protected sites.
Marketers have to make a living.
The Internet has gone commercial. There's nothing we can do to change these two facts. I accept that some information about me is going to be collected. But it's one thing to willingly provide my name and address to a sweepstakes site, and quite another if the information is gathered by a bug I don't know about, sent on to someone I don't know, and used in ways I might not like. And to top it off, they don't even give me a piece of the action.