Given that the company that makes the closed source Ghostery add on make their living selling user data I was say that for sensitive work this addon should probably be avoided.
Some combination of script and adblocker would probably be a good idea though.
If you're referring to 'Ghostrank' that's opt-in and off by default.
If there is something else going on then I'd really like to know about it!
Their sources are open and you can inspect them to make sure they don't do anything nefarious so that would have to be quite an elaborate play on their part with the downloads being different than the published source in critical parts.
Wow, that seriously sucks, they were open source at some point.
See:
Ghostery was acquired in January 2010 and is no longer open source. This is an old version of the extension. See http://www.ghostery.com/ for a current version.
Some combination of script and adblocker would probably be a good idea though.