Doesn't that defeat the purpose? Anyone who really wants to track you is just gonna have a failure mode under ghostery that requires you to turn it off.
I only do this with sites I really want to visit. My usual response to a site that doesn't work with Ghostery or needs to set a cookie for anonymous browsing is to go to another site for the same information.
Depends on from whom I've got the link. Usually I just don't bother and close the tab. But if the link is for example top submission on HN I tend to disable ghostery for that page.
Well, I always open a private window if that's the case.