I've changed my web browsing habits quite drastically: I usually just click "Save preferences", as opposed to the "Accept all" default on the most common form of Cookie dialog which hopefully opts me out of most shenigans. On some sites, I used to accept their defaults even. For example, heise.de (respected German computer news) used to be among the latter group, but when I saw they're carrying Facebook videos/pixels I've stopped going there. I'm leaving many sites when their draconian tracking/Cookies seems not worth it so overall, I visit a lot less sites than I used to, and in particular I find myself ignoring the one-time content marketing sites/blogs often linked from HN submissions greeting me with heavy Cookie dialogs. So for me personally, Cookie dialogs work as expected I guess. But I've yet to see actual figures on surfing behavior post-GDPR published anywhere. And I'm entirely unsure if people across the pond or publishing from other non-EU locations are even aware.
I want to browse every dark corner of the web to discover useful facts and build my own ideas on subjects, not limit myself to the few most popular websites, driven by the wealthiest companies, that 90% of the people see.
Between cookie banners and GDPR forcing newspapers to ban European visitors, I have to go through more hoops in order to see what I want.
Just because you care about a website tracking you, that doesn't mean someone else cares.
Legislation shaping the internet in this way and forcing everyone to think in a certain way is an authoritarian behaviour that I don't tolerate.