This will opt out your current BROWSER from targeted ads from a hundredish places. It won't stop everything, but I ran across it today while trying to fix something at Amazon. Anyway, you'd need to do this for every browser you use, but... it's something anyway.
http://www.aboutads.info/choices
http://www.networkadvertising.org/choices
http://www.aboutads.info/choices
http://www.networkadvertising.org/choices