Worse yet, most of the time these identifying cookies come from third-party sources on webpages, and users have no meaningful way to opt out of receiving them (short of blocking all third party cookies) since advertisers (the main server of these types of cookies) refuse to honor the Do Not Track header.
Browser makers could help address this sort of non-consensual tracking by both advertisers and the NSA with some simple technical changes—changes that have been shown to reduce the number of third party cookies received by 67%. So far, though, they've been unwilling to build privacy protecting features in by default. Until they do, the best way for users to protect themselves is by installing a privacy protecting app like Privacy Badger, which is designed to block these types of uniquely identifying tracking cookies, or HTTPS Everywhere to block the transmission of HTTP cookies.