It is possible for other websites to track where you have been, but it would likely be anonymous tracking.
Cookies that are planted by websites are usually there to track your use of their sites. Other websites can read your other cookies and figure out where you have been - like playboy.com or beer.com.
I think cookies are largely safe. They would not contain any personally identifiable information - unless you intentionally provided it in the first place. But, I still clear my cookies often - mostly because I do not want users of my computer to know where I have been.
ISPs also collect logs about where you have surfed, but they do not really analyze it (they do analyze your bandwidth though). I used to do work for ISPs and to make a long story short, there is a tonne of data and the effort to analyze it is not worth it. The only time they look at where you surfed is when required by law.
There may be other ways to track that escape me for now.
