First I was using this [2] hosts file by Dan Pallock. But now I've switched to this Neocities [3] hosted site. I don't know who manages this site, but the entries are uniquely sorted from various sources, which includes entries from Dan Pallock's hosts file.
Apart from this, I use Privacy Badger [4], Self-Destructing Cookies [5], HTTPS-Everywhere [6] and Disconnect [7].
[1] https://blog.mozilla.org/nnethercote/2014/05/14/adblock-plus...
[2] http://someonewhocares.org/hosts/
[3] https://hosts.neocities.org/
[4] https://www.eff.org/privacybadger
[5] https://addons.mozilla.org/en-US/firefox/addon/self-destruct...