A site is "informed" about your visit even if someone only embeds an image from it - take steamcard.com for example - People use that to have those "I am online, click me to view my steam-profile!" pictures in their signatures
Skype.com is used to display the 'Call me' icons in a users profile page here in the forums... and so on
Cloudfront.com reduces bandwidth for facewan.com, and espeon most likely uses google-analytics so he knows what internet site people came from, stuff like that (google-analytics data is only visible to the website owner as far as i know)
Edit:
Honestly, your should be more worried about how much access you give to all these addons you have installed - i just tried to install collusion and it basically wants access to everything - it *could* *potentially* read and send everything you type into your browser window to a third party.