Google Analytics is on a substantial proportion of the Internet. 65% of the top 10k sites, 63.9% of the top 100k, and 50.5% of the top million[1]. My own partial results from a research project I'm doing using Common Crawl estimates approximately 39.7% of the 535 million pages processed so far have GA on them[2].
That means that you're basically either on a site that has Google Analytics or you've likely just left one that did.
If the page you're on has Google Analytics and isn't encrypted, the Javascript request and response is in the clear. That JS request to GA also has your referrer in it, in the clear.
The aim of my research project is to end with understanding what proportion of links either start or end in a page with Google Analytics. If it starts with Google Analytics, your present "location" is known. If the link ends with Google Analytics, but doesn't start with it, then when you reach that end page, the referrer sent to GA in the clear will state where you came from. All of this is then tied to your identity.
If people are interested when I get the results of my research, ping me. I'll also write it up and submit it to HN as it would seem to be of interest.
[1]: http://trends.builtwith.com/analytics/Google-Analytics
[2]: http://www.youtube.com/watch?v=pkoIUmP5ma8 (GA specific results at 1:20)