Check out this interesting and vaguely frightening article by a Mac head who used a small smattering of UNIX commands to perform a data-mining experiment on publicly-available Amazon wish lists to find "subversive" readers. (And it's only vaguely frightening because you've known it's possible, but it's another thing to watch over someone's shoulder as they actually do it.) All the instructions on how to replicate the experiment are in the article.
He downloaded the public wishlists (books people marked as interesting to them) from Amazon for a common first name, then mined the results for people who read dystopian, anti-war, or pro-liberty books. Combining this with other publicly available information, he was able to quickly zero in on specific individuals, finding their home address.
All this is in reference to the sorts of things that have come to light with Bush's evisceration of judicial oversight of law enforcement and agencies like the FBI. When you realize that these agencies have zero-oversight, no-reporting-responsibility access to the private data in these databases, you begin to get an idea of the level of detail of information that is being kept about you. Yes, you, not just terrorism suspects.