I use Seamonkey with Adblock Plus and No Script. I also block all third party cookies. I'm also considering adding Ghostery to the mix. This takes care of most of the trackers, cookies, ads, etc.
Not Ghostery -- it has a dubious mission and works by parsing lists that are growing longer by the week. Try the Request Policy extension for Firefox. Request Policy is simpler. It blocks off-site requests and shows you a list of what each site is requesting. You'll learn just how much tracking is happening and you may begin to avoid sites that you used to trust.
The latest Firefox has a "click to play" feature. Type "about:config" and search for "click_".
I have not used Linux on a desktop in years, and I am yet to touch Windows 8, so I can't comment there.
I prefer Linux on my desktop in every way. Just don't buy Nvidia and Broadcom hardware. Linux provides the tools that show exactly what your computer is doing. Debian 7 is excellent.
Windows 8, like ChromeOS, ties your computer to an e-mail account. Stay away.