Review for RequestPolicy by GP2
Rated 3 out of 5 stars
The "1.0" add-on (from the author's site) was decent while it was being updated, but there have been no commits to the GitHub repository for the past year. Go with EFF's PrivacyBadger instead, which provides an extra level of control (block, allow javascript without cookies, allow javascript and cookies), and is relatively new and actively maintained.
To create your own collections, you must have a Mozilla Add-ons account.