Firefox

I see a lot of the same addons here, as one would reasonably expect, but I'm surprised there's been no mention of uMatrix. Using uMatrix and denying most elements by default, you can manually allow scripts, media, etc. per domain and save those rules for pages you go to often. It gives you more granular control than simply choosing to allow/deny all third-party scripts, and you can see exactly what's going on under the hood.