You laugh about the Ben and Jerry's...
My Safeway discount card obviously links me to specific purchases, and some people are bothered by this. Of course, nobody makes you get a discount card. But you don't get the bargains without it. For me, saving a few bucks is more important than somebody knowing what kind of cheese I buy.
Mary Anne is right. These things can be handled by making sure people have some choices in these things. Unfortunately, it's getting harder to avoid Big Brother as the easier choice. My gas purchases, ATM accesses, and other things leave a trail wherever I go.