Well, for a start, I am.  The hit counter at the bottom of my page - which I could make invisible to you - also records details about your use of my website including: the IP address of your machine , the browser you use, the pages you were looking at before you came to my pages, the search engine you use, your computer's operating system, the length of time you stayed, the size of your monitor and so on.  As the IP addresses usually correspond to real names, I can work out where you work and as some places name the computer after the user of the computer, I can deduce the name of the person looking at the page.  This works perfectly for the geography department at UBC.

For me, this is nothing more than vanity and a mild case of 'that's interesting' - shortly after I was appointed Dean at Royal Holloway I could see that people were looking me up.  Yet its also a bit unsettling to know how much information you are giving away to companies wishing to exploit that information. 

And, of course, it gets worse.  Each of the main search engines places a cookie on your computer which allows them to know what you are searching for.  Theoretically, this is anonymous but as most people search for themselves on the web they give away their identity: in August 2006 AOL released search records of 650,000 customers that allowed individuals to be identified in precisely this way (see 'They know all about you').  To be honest, if people are engaging in horrible, illegal activities, this isn't the end of the world (catching pedophiles seems like a good use of this surveillance technology to me), but the margins of legality are narrowing too rapidly for my comfort: Google happily censor away in order to maintain access to Chinese markets, licenses are required to demonstrate near to the British Parliament and so on. 

So ... what can you do?  You can try not allowing remote websites to install cookies on your computer - but some sites will refuse to let you use them if you do.  You can clean your cookies using a program like Ad-Aware.  You can use Scroogle (make sure you get the right address because .com goes to a porn site), which does an anonymous google (and yahoo) search.  And you can join Liberty or check out the Global Internet Liberty Campaign.

Of you could just not care and carry on shopping.