Spybot Search & Destroy
Though its name sounds like bad dialog from a 60's sci-fi flick, Spybot Search & Destroy is a good program to have around for those trying times when you think someone is lurking behind the browser curtain tracking your every Web move. Fire it up and it'll spot all sorts of tracking cookies and the like, then remove them if you choose to do so.
Spybot offers an immunization feature which supposedly protects against the kinds of spyware that the program will remove. Not having used this feature for more than a few days, I can't say how effective it is, but it didn't seem to interfere with browsing and supported both Internet Explorer and Firefox. My scan inside a fairly new virtual machine didn't turn up much, but it turned up more than I thought it would. I've only used a browser a few times in the VM and there were already a bunch of tracking cookies. Some tracking cookies are actually useful while others are simple marketing spies and Spybot seemed to recognize the difference in most cases. The program also offers a restore function in case you delete one of the good kind by accident, and there's what seems to be an effective resident shield (TeaTimer) which will warn you of suspicious behavior like registry entries being changed or removed.
Note: This program is donationware. It is free to use, but the author accepts and encourages donations towards further development. This is the latest stable version; a beta of the next version is available at the vendor's site.
--Jon L. Jacobi