> No, the adverts can see where you've been in your cookies though.
Not entirely true. The adverts come from Google. Other sites also serve Google ads, so Google knows when you've been to those sites. Also Google knows what you've searched for, e.g. "M & S", so can serve you M&S ads even though the M&S site itself doesn't serve Google ads.
So all the "stalking" is being done by Google, nobody else in this instance.
I put "stalking" in quotes because it's not really stalking, it's really just Google trying to make lots of money for itself and sites like AB by serving you more relevant ads. If it wasn't tracking you, it wouldn't mean you didn't see any ads - it would just mean the ads you DID see would be less relevant to you, which would be worse for you, worse for the advertiser, and worse for AB and Google because the advertiser would pay less.
Next to each of the Google ads on the page is a little triangle and/or "AdChoices" label - click these to find out more ...