You basically have to think about what products you buy and what you write on Twitter or Facebook these days. I don't think it's too far fetched that cell phones that everyone carries and uses these days has some sort of data mining in them too or will soon. Remember in the movie Logan's Run where everyone had a chip inside them so authorities can track them and monitor their age, or that indie movie George Lucas made back in the 70's before Star Wars... sci fi stuff like that can become a reality.
Also on the subject of posting on Twitter/Facebook, when you apply for a job and go to an interview, sometimes the interviewer or employer will look you up on those social networks to see what kind of person you are. If you're the kind to post idiotic stuff like how you vandalized a car while drunk or like that guy's daughter in Florida gloating about getting $80,000 from a university settlement and part of that is funding her trip to Europe then the employer will think twice about hiring you regardless of your qualifications.