I found the Jon Goss article especially interesting. While I had heard of similar things before I was unaware of the extent companies go to profile their customer and potential customer base. I don't feel that it is a problem either. Industry has always reacted to and reflected the market. The difference now is that they are more efficient with it. Is this any different than what libraries try to do through survey's and keeping circulation records in efforts to better serve their patrons? I tend to think not. It sounded like much of the personal data came from people already making purchases with a particular company. If I buy something from someone I should assume they are going to use the information I give them.
What I did find particularly disturbing though is how the government (as Luca pointed out) may or may not sell personal information to companies and also gain information from such companies. The idea of the IRS checking in on someones credit card bills is a frightening prospect.
One last note, I can imagine that someone from a communist country, where supply is not generally worried about reflecting demand, they might find this system wonderful. Finally their purchasing interests are being met more effectively!