Thanks Ninja, I do have that enabled. I wonder how many websites REALLY honor the request?
There as also another Firefox addon I use - Ghostery - I really like it. Most sites show a few "spies", but I have seen some that have 15-20. On rare occasions, I visit a site ( such as a local tv stations site here ) where flash videos wont play with Ghostery enabled, but it does have the whitelist option.
It is also available for IE, Chrome, and Safari - -
While on the subject, I also use the Firefox addon Better Privacy to detect and remove flash cookies -