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I highly recommend:

There's also Privacy Badger by EFF: https://www.eff.org/privacybadger

Firefox has a “tracking protection” setting which blocks these types of third party trackers.

Which is default-enabled in Private Browsing, and you can enable it for normal browsing as well by setting "privacy.trackingprotection.enabled" in about:config to true. A GUI-toggle for this should make it into Stable in the next few releases...

> While I am able to switch to another browser (I already did a long time ago), I don't believe I can avoid visiting sites "that show ads from Google".

You can block those ads, and the scripts that serve them and collect data.

The simple setting, most seem to be overlooking, is don't allow third party cookies. Voila.