Just some advice that I give friends and family:
  • Delete all cookies in your browser every week - it is easy enough to sign in again to web sites that require authentication. People who do not delete their cookies never see what sites are tracking them. It is easiest to do a 'delete all cookies' operation and not to try to save the 5 or 10 cookies out of thousands that are stored in your local browser data.
  • Keep a text file with all passwords in encrypted form - and, do not use the same password for different purposes.
  • Every time you use your super market's discount card (or possibly pay with a credit card), your purchases are permanently associated with you - do you care? maybe or maybe not.
I do use a lot of web services that track what I do (GMail, for example) but I make the decision to give up privacy vs. benefits on a service by service basis.