Don't want to be tracked with google-analytics.com (and never want to use it)? Just add a few lines to your hosts file (unix: /etc/hosts, windows c:\windows\system32\drivers\etc\hosts).
127.0.0.1 www.google-analytics.com 127.0.0.1 google-analytics.com 127.0.0.1 ssl.google-analytics.com
Thats it, use and extend it at your own risk. The trick (if you can call it like that) is simple but works quite well.
P.S.: For the mozilla firefox webbrowser i can suggest the extension ghostery.