I think the "danger" of targeted marketing is vastly overstated.  The
information usually taken is only that required to validate purchase
information.  It's more than you'd give for a direct cash sale, but no more
than for a phone order.  You give similar information in most direct
purchases made by check.  The fact that I don't have to re-enter all the
information for a repeat purchase makes it more likely that I will shop
there again.

What I object to, and refuse to do business with, are web businesses where I
have to give personal information or set up an account just in order to see
selection and/or pricing.  (I especially hate it if they hold out the
pricing info and ask for billing information.)  I don't have to show credit
card and ID to shop in a store, there's no reason I should have to on line.

If I thought a business had questionable motives in collecting normal
shipping and billing data when I made a purchase, I would ask myself why I
was buying from them in the first place.

What are you buying that you don't want tracked, Bob?