Gibson Research Corporation provides a set of tools to check your PC (Windows or Mac) vulnerability to Internet intruders:

It also has an FAQ and forum page that answers typical questions. Being on a Mac using OS X with stealth mode turned on, my machine's totally invisible. It was nice to be able to check that.

P.S. - Oh crap, it includes CJ and LS cookies as ones to restrict on the FAQ page. People just don't understand cookies. Then again, it would be great if there were some way to track clicks/sales other than cookies.