Unfortunately the Firefox 38 update broke RequestPolicy.
There are other extensions that do a similar job, including a volunteer effort to continue the original extension, but right now none of them seems quite as neat and reliable as the original.
That looks similar to existing plug-ins like Policeman. These are great for technically-minded power users who understand the implications, but IMHO they far too complicated for "normal" users who just want a bit of added privacy and security without spending half their lives tweaking configurations.
If you stick to clicking only the hostnames, it's no different than RequestPolicy. Otherwise there is uBlock's dynamic filtering which does essentially the same thing as RequestPolicy:
