This is a fairly new add-on for the latest version of Firefox and it gives you a graphical (and texted) display of who's tracking you by each site you have visited.
It diagrams where each tracker was picked up and what trackers they feed to.
You can get Collusion here for free. After installing it, you can see your tracks by clicking the icon in the lower right corner of your browser. It's mind boggling how many things grab you.
