Right now a Danish radio station is running a number of news stories about being able to track people who work for military intelligence or as police officers and prison guards. They do this using a free sample a data broker provided. Everyone act surprised when the journalists are able to show up at the home address of military personal or prison guards who have their home address protected/secret.
I don't think there's a safe way to opt-in to selling your data, because most people cannot comprehend how much data, what type or the ramifications.