People often miss the point on why tracking is dangerous, the two comments below included.
The point isn't if the companies behave responsibly or not. Google for example has behaved responsibly with user data, exemplary in fact and I'm sure they'll continue to do so. Yet companies like Google are and will continue to be a danger for everything you know and love.
It's not how you use the data that's problematic, although companies like Facebook should suffer for their blunders, but rather that the data exists in the first place.
Are you part of a minority? Do you have some weird sexual preference or an affair? Are you a woman or gay? Are your religious views mainstream? Have you ever traveled to an Arab country or to Israel? All of these, in the right context, can put your life at risk. It's all an issue of place and timing.
You can also imagine more benign usage, like insurance companies raising their rates or banks calculating your credit score based on where you travel or your movie preferences. Heck, that's already happening.
Yes, many companies can behave responsibly. They can do so today, but what happens tomorrow, or how about in 10 years from now? What happens when those companies are being bought by bigger, less responsible ones. It happened before and it will keep happening ;-)