In any event, some months ago I tried GlimmerBlocker, a software proxy between your browser and the internet with the ability to filter ads on websites, manipulate websites, and much more if you have a little background knowledge on how the web works. Perhaps I'm a little paranoid, or maybe you like it as well. Short explanation: LittleSnitch is a network filter that watches your applications for outgoing connections (interesting how many applications establish connections to Google, by the way).
I've used LittleSnitch for some years now and consider it a must-have.