Too late. You probably already have a cell phone and probably already carry it with you most of the time.
To be effectively paranoid like the grandparent commenter, one would have to opt out of a _lot_ of convenience. If you're actually a person of interest to the point of being surveilled with an Echo, you'll be surveilled with all your other digital devices as well.
Hell - the Echo would be incredibly limited relative to those other devices. It only captures specific rooms in your home. Those other devices follow you throughout the day.
I wouldn't put something like the Echo in my house. Similarly, my Smart TV isn't connected to the internet. But I'm not afraid of carrying a smart phone with me wherever I go.
Two completely different things in my opinion. One requires specific targeting (which I'm OK with to a point), and the other can be collected with a dragnet.