It's a bit extreme, but I'm loving RequestPolicy. https://addons.mozilla.org/en-US/firefox/addon/requestpolicy... It lets you see every domain that text, graphics, code etc have been loaded from on the current page. The default is to block everything, but it's easy (two clicks) to allow or whitelist a domain.
I think its quite hard for individuals to keep updating their /etc/hosts file regularly. But, if we could all share it in github, this would be a great idea!