Firefox 42 adds new feature: Tracking Protection
Previously available to beta users Tracking Protection blocks third party page elements, such as ads, social network buttons, analytics, and other bits of information that could record a users’ browsing activity and profile users across multiple sites when its loaded by pages. When browsing the Web, you unknowingly share information about yourself with third parties that are separate from the site you’re actually visiting, even in Private Browsing mode on any browser. Private Browsing with Tracking Protection in Firefox actively blocks content like ads, analytics trackers and social share buttons that may record your behavior without your knowledge across sites.
With the FCC declining to enforce Tracking Protection it is up to browser providers to offer protection. This is certainly a good first step and certainly makes Firefox the browser of choice for privacy advocates.