Whenever you load a page with a Facebook like button, Facebook knows you are there, even without setting a cookie. Ghostery stops those buttons being loaded, thereby preventing Google, Facebook, Doubleclick from tracking you.
Many advertizers now user browser fingerprinting to identify you, in addition to cookies. They may also use other tracking techniques like flash cookies.
Ghostery, Adblock (with the anti-social list), and also NoScript will prevent you from loading files from these advertizers/trackers, which makes it very hard for them to track you using other means.