You can opt out of Google Analytics
here if your browser supports the extension.
You can opt out of a couple of other things elsewhere on Google, and reset your ad ID as often as you want.
Third-party add-ons can block cookies, show what domains are requesting info on a particular page and let you block them, and so on.
You may want to check out an add-on called Disconnect or Ghostery.
Re Facebook, you don't have to be a member or otherwise use it, to be tracked for advertising purposes.