This site uses Google Analytics to check statistics and other interesting nerdy stuff. The data I can view is completely anonymous. If you’re not a fan of this, you can opt out using Google’s tool here.
I also use CloudFlare to cache the site and protect it from DDOS attacks.
Both Google Analytics and CloudFlare place cookies in your browser. If you’re not sure what that means, you can read about them on Wikipedia. To disable them, you can usually just visit your browser’s settings and there’ll be an option.