Avoid data trails on the internet: Opera
Opera has quick preferences which allow to block active content among other things. These preferences can be edited via Tools -> Quick preferences or by pressing F8.
It is recommended to block Java, JavaScript, Plugins and Referrer.
These settings may also be edited in Tools -> Preferences. Choose the tab Advanced and the entry Content.
Uncheck Java and JavaScript.
To block the referer, choose Network instead of Content and uncheck Enable referrer logging.
Test: Test these settings for anonymity using this guide.
Note: These are basic settings. Using a filter proxy will offer more options for blocking content.