The next line in defense is the web browser you use because it is usually what you use to talk to the world. If you use a browser which doesn't respect your privacy, you are basically giving the company everything that you do online. If you have a plugin that is prone to vulnerabilities, you risk being exploited and having malware take over your machine. Due to OS browsers not being updated quickly, I would not recommend using the browser that comes with your OS unless it's an Linux/BSD system.
Browser Suggestions:
https://www.mozilla.org/en-US/firefox/new/
This is the one browser I use and recommend. It respects the privacy of it's user and is updated constantly to fix security problems. Firefox also has an advanced extension API which allows for tools to increase security and privacy far better than other browsers.
Chromium is the open source version of Google Chrome which is safer to use than Google Chrome when it comes to privacy. It's not as good as Firefox, but is good enough for some people.
Extensions:
https://www.eff.org/https-everywhere
Available for Firefox and Chrome
This extension is designed to force websites which are known to support SSL to be SSL at the first connection preventing the use of tools like sslstrip on such websites which watches for the first insecure connection and prevents the redirect to a secure version.
https://www.eff.org/privacybadger
Available for Firefox and Chrome
Privacy Badger is an anti spying extension which watches how third party domains behave and if a third party domain is acting like a tracking site Privacy Badger will take action ether blocking cookies or blocking the domain entirely preventing the third party from tracking you.
https://github.com/gorhill/uBlock
https://addons.mozilla.org/en-US/firefox/addon/ublock-origin/
https://chrome.google.com/webstore/detail/ublock-origin/cjpalhdlnbpafiamejdnhcphjbkeiagm
Available for Firefox and Chrome
uBlock Origin blocks content that may not act in your interest such as advertisements, sites known for malware, and sites known to track. It is light weight and highly configurable.
There is another extension called uBlock which is similar, but not maintained by the original developer. I recommend going with the extension by the original developer.
https://github.com/gorhill/uMatrix
https://addons.mozilla.org/firefox/addon/umatrix/
https://chrome.google.com/webstore/detail/%C2%B5matrix/ogfcmafjalglgifnmanfmnieipoejdcf
Available for Firefox and Chrome
This extension is made for the more advanced user. It allows white listing of specific things websites can do, first and third party. It is somewhat like a addon for Firefox which was hugely popular with the security community called NoScript, but seems to do some things differently. uMatrix is written by the same guy who made uBlock.
https://addons.mozilla.org/en-US/firefox/addon/refcontrol/
Available for Firefox
RefControl allows you to control which sites gets what in the http referral header. The http referral header tells websites where you came from which can be used for tracking purposes and other privacy invading actions.
I set the default action for sites not listed to set third party to forge my referral meaning when I leave one site to another or when one site makes a request to another it looks like I'm coming from the site which I'm going to and not the site I actually came from.
https://chrome.google.com/webstore/detail/referer-control/hnkcfpcejkafcihlgbojoidoihckciin?hl=en
Available for Chrome Referer Control provides the same power as RefControl for Chrome based browsers.
Plugins: Make sure you do not have Flash or Java enabled on your browser. It's ok if it's set for click to enable, but having it enabled by default is a bad idea with all of the vulnerabilities which exists in these old plugins.
In Firefox you can check what's available by going to about:addons in the address bar.
In Chrome based browsers you can check by going to chrome://plugins/ in the omni bar.