Some Internet users may be able to bypass local filtering proxies by utilizing a third-party proxy elsewhere on the Internet. Anonymizer, ProxyMate, and BeSilent are all services designed to protect users privacy. Some require a subscription. The proxys4all Web site has some information about open-access proxy servers, as does the Anonymous Internet Surfing HOWTO and NetSpy.
Cookie Central is a mostly anti-cookie site that explains what they are, how they work, and how to disable them.
httproute is a small package written by Phil Karn that provides a simple HTTP router, banner advertisement blanker, and cookie cutter.
Judnick v. DoubleClick: A Californian woman filed suit against DoubleClick Inc. accusing the Internet advertising company of unlawfully obtaining and selling consumers' private personal information.
Privacy at FindLaw.