You can use Firefox's Adblock Plus add-on (https://addons.mozilla.org/en-US/firefox/addon/1865) to prevent any other Web site from talking to Facebook when you visit that site. Just install Adblock Plus and then add the following filters:
Enter them exactly as shown, including the vertical bars (|), asterisks (*), dollar signs ($), equal signs (=), and tilde (~) characters. Don't add any spaces either. This screenshot shows what the rules should look like after you've added them to Adblock Plus:
CLICK IMAGE TO SEE A LARGER VERSION
How does this work? When you visit a site such as http://cnn.com/, the CNN Web server sends you a page that might contain code that tells your browser to interact with Facebook. That allows the CNN Web site to access your Facebook profile (and even change it). The above filters tell Firefox never to allow any site other than Facebook's four sites (facebook.com, facebook.net, fbcdn.com, and fbcdn.net) to access Facebook. Thus, Facebook continues to work perfectly, but other sites don't get to talk to Facebook at all.
This has nothing to do with blocking ads. Adblock Plus was invented to block ads, but we're using it to block any access to Facebook from other sites.
NOTE: This doesn't eliminate the need to configure your private settings within Facebook, but it stops any secret agreements between Facebook and other companies from allowing those companies to access your Facebook profile.