James Joyner finds this NYT article “interesting if somewhat chilling” and then goes on to say that he’s pretty much bought into the idea of feeding the maw of the information brokers:

I make all manner of similar choices. For example, I use credit cards rather than cash virtually everywhere that doing so is an option. Theoretically, this creates the ability for Big Brother to track my spending habits and movements. I take comfort in the ubiquity of such information and the belief that it’s incredibly unlikely that government resources will be allocated to track the purchase habits of 290-odd million citizens.

Well, James, its not for lack of desire. The Total Information Awareness project in its 1st bush term incarnation was squashed but there is no reason to believe that this work is not ongoing and that federal and state folks are not eager for more similar tools to accomplish their ends, for example, a database of all 16-18 year olds for military recruiting purposes.
You should take discomfort in the ubiquity of such information.
Use cash as often as you can. It is often but not always quicker and leaves no electronic tracks…though you are probably on the security cam anyway. Disrupt the flow of information about you whenever possible.