I was annoyed with all the services that track and analyze me online, so I wanted to block most of them. Doing that in every browser is not really an option, and installing some browser extension does not really sound like fun either.
I ended up with configuring Little Snitch to block all these hostnames. Using the open source Disconnect services file was the easiest solution. As I could not directly import this file (but they seem to be working on something like that), I wrote a little converter to put each host into a separate line, which then can be used in Little Snitch.
Be warned, it's PHP and a quick and dirty solution.