To get some raw idea of what is tracking you, look here: http://www.cookiechecker.nl/
To get more details spider with Screaming Frog http://www.screamingfrog.co.uk/seo-spider/ and look-up the response codes for a given url,
also a netquery dot com scan analysis can give you revealing information…
It is not always easy to get the scope of particular tracking. Let us take this example: http://www.cookiecert.com/cookies-for-ad.360yield.com
How safe is that cookie? Not so good a web rep: http://www.webutation.net/go/review/ad.360yield.com
and see various comments here: http://www.mywot.com/en/scorecard/ad.360yield.com
so good to have it blocked…see; http://domain.opendns.com/ad.360yield.com (bad badge for web spam)
polonus