A lot of sites pull in popular js libraries from google; the idea being that they'll already be in a user's cache and even if they're not, google has a better (cheaper, faster and/or lower latency) CDN than the site author.

Most of this can be worked around by installing Decentraleyes, which replaces common CDN-loaded resources with local copies.

I'd like something so I can use the web from China (without a VPN) . Right now a lot of the common JS/fonts/etc from Google break - and webpages go wonky. Is there a way to preload a cache?

That sounds great, installing... It should be part of Firefox at this point, because it is getting ridiculous.

it's an advertising company's dream to be able to load code on most computers browsing the web....

In their defense I believe they do tend to host that stuff on domains that do not set or retrieve the regular google tracking cookies. Though there are other tracking methods that they might still be using.

it depends on what sites you are using, but I beg you to try it and I can almost guarantee you that it will break your browsing experience... (even if you aren't using google search or gmail)