A while ago I posted a #GTMTips post where I detailed the steps you can take to opt-out of all Google Analytics tracking and the DoubleClick redirects that often follow. It was a fun exercise, but because it relies on preventing requests on a tag-by-tag basis (using the ubiquituous customTask), it can be a chore to handle in large containers. In this article, we'll continue with the theme of opting out from Google Analytics tracking by leveraging a solution provided by the tool itself.
Update 5 March 2019 due to GTM not supporting negative lookbehinds any more. Google Tag Manager makes it fairly easy to do cross-domain tracking. Basically, you list the hostnames you want to automatically decorate with linker parameters in the Auto-Link Domains field of your Page View tag, and that takes care of decorating the URLs with the necessary parameter. It's dead easy, even if there are a bunch of traps you need to watch out for (see my post on troubleshooting cross-domain tracking issues).
With GDPR looming around the corner, it's time to explore the options you have at your disposal for respecting the new, stricter regulations for tracking users and for collecting data about their visits to your website. UPDATE 20 June 2018: Google has released the allowAdFeatures field which renders the solution below redundant (at least for the displayFeaturesTask part of it). Please refer to this article for more details on how to conditionally block the advertising hit to DoubleClick.