Shared cookies or objects can track your activities from multiple websites, and can also be used to identify specific computers. Google and Yahoo explicitly claim to also scan all emails for marketing purposes. But so do virtually all other free email providers. Necessary for auto spam/malware detection purposes. You just have to take their word that they are not collecting the data for marketing?
Among popular extensions for privacy or tracking for Firefox, I use
Self-Destructing Cookies, which limits cookies to a particular website. Then destroys them when you leave the site by closing the tab so cannot be used for cross site tracking.
However, you may want to green light some websites to save cookies such as RV.NET, to avoid having to re-log in to your account to post each time you return.
Besides privacy concerns, you can potentially improve security by looking at the free
HTTPS Everywhere.