I’m a big fan of @themarkup’s Blacklight tool for checking the user-tracking tech on any website. Seeing all the trackers used on the sites you use and love the most can be a sobering experience.
https://themarkup.org/blacklight
One under-appreciated use of the tool is for checking your own website for trackers you might not even know exist in your code. It helped me uncover and remove some unwanted Google tracking code hidden in a JavaScript file for an old project recently.