Advertising/IP Tracking
Cookies aren't the only way to track a web browser. Connecting to two websites from the same location can also be used to correlate your web usage across websites. You can have several people connect from one location such as your home, but even that is a correlation.
You can use a VPN to reduce IP Address correlation, but the VPN provider is likely also selling your data and/or providing it to letter agencies. NSA security letters written to large companies include a clause that you cannot disclose to customers that their customer's data is compromised. We only know this because one person shut down his company and servers rather than comply. This was many years ago and I haven't heard of a second time this happened.
I wouldn't trust overseas servers or companies either. However, while state level attacks may occur, they likely don't care that you're replacing all your polyester underwear with wool underwear because the endocrine disruptors in polyester reduces testosterone. They're more interested in other people.
There is another vpn-like option, but it's considerably slower and a little bit more secure. It's called Tor.
Tor obfuscates your IP Address by "bouncing" your requests from one random server to another before it reaches the intended destination. It bounces your request three times and returns the response from your intended distination through the same path. While it is possible some of these nodes are under letter agency control, it would be difficult to monitor/run all of them. There are other attack vectors to consider while using Tor which we will talk about later. But Tor does significantly reduce advertising tracking.
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