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Is there anything wrong with running Ghostery and DoNotTrackMe together while browsing?
Running them both here, also. But they do different things and
try to protect you in different ways. I'm sure there is an overlap, but if site is blocked with one extension and not the other, it is still blocked in the end.
I also run AdBlockPlus. These things simply look at what's coming in and compare it to what they block. None of them block everything. I've never heard of any negative impact by running more than one app in this genre. Of course, if you installed every one of them, you'd probably find your browsing slightly slower as they each took their time reviewing all the html...