There is no magic fairy dust protecting Macs - Dai Zovi, security researcher and co-author of The Mac Hacker's Handbook.
There are a few already available (including one from TRUSTe): http://ie.microsoft.com/testdrive/Browser/TrackingProtectionLists/Default.html
Strange thing is that they do not block anything for me, I have posted a test case in my forum: www.quero.at/.../viewtopic.php