if i understand this webbugs stuff correctly, as marco points out, this has been around for a while (hitbox i think is one company that has been doing this for 4/5 years?). there is only certain information you can obscure - the cookies for instance. your IP address is fairly impossible to hide (you could of course be going through a proxy, in which case they get the proxy server IP; now this is true i think for AOL, which is 60% of US internet users today - so this IP based tracking scheme could be meaningless unless cookies are also used).
mozilla, the web browser, allows you to restrict image loading in many ways, including restricting it to only those images that come from the original server. unfortunately the latter breaks all these edge-serving mechanisms like akamai (since yahoo's images come from akamai edge servers, for example).
even if you were to inhibit your browser from loading the webbug image from such services, they (the web site you are actually visiting, say yahoo) could still help track you by saving the info (your IP address, the URL you were on, etc) and then reporting that info to the aggregators (whoever is tallying all this up and studying your trends).
to address the thought above: thats actually not a bad idea... right a little HTTPGET program that goes and gets these GIFs at various times, supplying them false cookie info etc ;-).
--ravi