If you want a more comprehensive overview of your traffic and the ability to set firewall rules to block specific sites, I found Safing Portmaster to be a great option.

You also get filter lists, ability to tweak connections made by different apps, and, as a paid option, connect to a Tor-like network where every app van be designated its own exit node, at the speed of about 60mbits/s last time I checked (currently not using this option).