Harden your browser
June 2023 update: I've been using Brave for a few years now. Brave is a privacy-first browser that runs on Chromium, so using it supercedes most of the recommendations below.
Previously: Try your phone on grayscale, Delayed Gratification
Also related: Surveillance capitalism: definitions
Gleech's walkthrough of how to harden your browser (a) is lovely.
Given the number of bad actors out there (institutional & otherwise), this seems well worth doing.
I deployed most of his recommendations last fall, it took about 30 minutes to set it all up, and I haven't noticed any usability problems since except for getting pinged more regularly by Google reCAPTCHA on some sites, which is moderately annoying but feels worth it. (Mostly happens on corporate sites like Seeking Alpha.)
I'm still using Chrome though, as so much of my online life runs on Google products already, these products are (terribly, crushingly) convenient, and the switching cost feels very high.
Google: please continue your reign over my life, which has been and forever will be eminently kind and benevolent.