As a successor of Do Not Track, there is Global Privacy Control (GPC) [1]. Sites must respect it by law in California. An increasing number of other states ---Colorado, Connecticut, Montana, and hopefully more soon --- also have provisions in their new privacy laws for privacy preference signals like GPC. You can check if a site respects GPC [2]. For example, lego.com and nfl.com are two bigger ones I recently came across.

Disclosure: I am a privacy researcher and co-founder of GPC.

[1] https://globalprivacycontrol.org/ [2] https://gpcsup.com/