Google, Yahoo, Amazon, etc. are dedicated to mining every last fact they can get on you and keeping it indefinitely for their use.
Additionally, there are a million crappy little marketing companies that put cookies on your pc to track your clicks and allow them to make inferences about your preferences.
For the big companies, opt out if you can (but don't put any faith in the effectiveness of doing so) and/or avoid using them (and avoid all the companies that they are buying up). For the crappy little guys, get and run *often* a cleaner to remove all their cookies, or do it manually.
Oh, and did I mention social media?