This useful article 5 Amazon obscure settings you should change now, from of all places Fox News, has some good advice. I also think it has one error.
In #4 it says you can “stop Amazon from tracking your browsing” but in fact, if you go to the “Your Browsing History” page at Amazon, it appears to offer only to stop showing you your browsing history–it doesn’t actually say they’ll stop collecting it.
Even so, most or all of these steps are worth taking.