Cheers, it's good to know that options already exist.
I recently learned of uBlock Origin, a browser plugin. Its author calls it an HTML firewall. This is the sort of functionality I think is ideal: it blocks tracking by default, by preventing connections to a list of ad servers, but is fully customisable.
Yep. uBlock works on mobile Firefox as well if you're mainly interested in web-based tracking (as opposed to stuff in other applications). For that, you need more system-wide blocking and permissions as mentioned by aw3c2.
AdAway is a hostsfile-based system-wide domain blocker.