Are there any in-depth guides out there that explain the various data collecting components of windows 10 individually? Ie what each one does, risks of disabling it, etc. All I can find are lists of scripts or programs to run that take care it for you with no explanation of what or why. I don't want to break something I'm interested in. For example, I've heard that running Anti-Beacon can break Skype.
The simplest way really is just to pretty much block all traffic with your firewall and simply manually add exception rules for programs you are explicitly allowing to connect to the internet. It's much more viable to go that route than trying to block domains, IPs, etc. individually. Yes, it can be tedious, but it works well as a software option. If you have a router, make sure you invest some time to harden the security within that, too. Routers from ISPs are a no-no, but there are some simple steps for any router one can take to make it more secure than its default configuration.
The internet is always disabled on my computers that connect to it until I manually select what gets IN traffic, what gets OUT traffic and what gets both. 99% of the time I am connected to my own VPN server, which allows me to hide all network traffic from anyone, including the DataCenter that provides my DS3 connection.