Whether we admit it to ourselves or not, and whether we like it or not, we're being tracked all the time.
Everything that you do on a computer, is saved, correlated, studied, passed around from company to company without your knowledge or consent; and where the government accesses it at will without a warrant. I call this the Internet without privacy.
I found a tool called Collusion (Firefox addon) to track who was tracking me.
I'm not saying the sky is falling but found the results quite interesting.