Cookies
They are also a way to find out which sites you've visited.
Leaves a trail of where and when you've visited them.
I recommend deleting them when you're done 'surfing' every time, before you log off.
Then again, this advice goes off to the paranoid 'ballers out there.
As with anything, a good Firewall installed on your PC can avoid this.
"Better safe than sorry" applies here.
Hunted