Disconnect[0] is often touted as a more privacy conscious alternative. I haven't investigated it thoroughly, but it's open source so you can look into it yourself pretty easily.

[0] https://disconnect.me

Staying completely off the Internet goes quite a ways toward that goal.

But I'm pretty sure it's hard to conduct business on the Internet (with any of the major public companies, such as Amazon) and be anonymous in today's world.

They have rankings and tracker lists and stuff that you can use, I'm not sure if the data is bundled with it initially or if you have to download it from them.