If I may.
It is a very important thing to protect your data from those who could use it for criminal purposes. As for data mining, that is a different story. One there is such a thing is that having too much data can actually backfire. Case in point. Saw a story which talked about the fact the NSA has so much data, it actually can do little to find activities before they happen, but can find the trail after it had already occurred. As for targeted sales, that is old as statistics. Can not remember if it was a course I took or a documentary, but spoke of the fact door to door sales people, and ad companies could figure out the profile of people almost down to the house, just by using the available statistics that governments collect every single year, with uncanny accuracy. So ISPs selling your activities and you getting targeted accordingly is more accurate now, but basically the same as before internet era.
As someone who I talked to about this pointed out, obscuring yourself too much can have the reverse effect of making you a much more interesting person to target. As most police would tell you, the best way to be a good criminal is not to hide yourself or run, but act like everyone else around you.