The newest version of Firefox goes a long way to prevent this with Total Cookie Protection[0]. You’re basically left with fingerprinting as all cookies are site specific - even third party cookies. Combine that with with a DNS that does cname uncloaking like NextDNS and noscript and you’re about as good as you can get without extreme measures.
But the cast majority of users will not care about fingerprinting by surveillance industry but about illegally Dow loading stuff. And there, VPNs are quite comfy.
[0]: https://blog.mozilla.org/en/products/firefox/firefox-rolls-o...