Of course, Facebook differs from most companies in the amount of data it manages to collect about its users. A cable company isn't going to know nearly as much about its typical customer as Facebook knows, but they can still probably infer a surprising amount from your viewing habits -- including political views based on which news programs you watch, for instance.
Web forums could know even more than cable companies, as many people are quite candid in discussing what they think and care about on them. Then there are communications companies like Skype, which have access to all sorts of confidential and sensitive communications.
The list goes on and on, and I'm really not sure how this runaway freight train of voluntary participation in surveillance can be stopped at this point, as for most people all these services are too damn convenient, and virtually none of them were built with strong privacy, much less anonymity in mind.