Or use a client that does not implement cookies, localStorage or Javascript, like the original www browsers. I have been using these for decades.
In the relatively rare case I have to use a popular, graphical browser distributed by an entity that collects users' data to support online ad services, on a network I do not control, I use Javascript site settings and/or UBlock Origin. But that is far more complicated, more resource intensive and slower compared to using a simpler client and a localhost-bound forward proxy. Plus I am at the mercy of third parties: 1. the advertising-supported company distributing the browser and 2. the "browser extension" developer.