Who are the big data mining companies on the internet? This news article profiles the major internet data collectors, how they do it, what they use it for, and how much they know about you.
Pretty crazy what they can piece together about you, especially using tricks like finding your aliases, etc...
The article includes opt out information but it seems a little quixotic.
Our database ABI Inform is a good place to read more on this topic from journals, newspapers and magazines.