Those just limit the ads that are delivered to you. They don't do anything to prevent companies from tracking you and data-mining your behavior.
The best way to limit access to your online behavior is to allow only the scripts that are necessary for a site to run; if they're high-risk scripts from sites like Facebook, Google, Yahoo, etc., to allow them only temporarily and then delete the flash cookie when you navigate away from the site.
And even then, be aware that there's no real privacy. That's nothing new and it has almost nothing to do with the Internet. Just for instance, if you've ever filed a health insurance claim or filled a prescription, your medical information is for sale to a whole array of companies. If you use a store loyalty card, your buying habits are analyzed. It's just life in the modern world.