GigaOM has a list called 5 Ways Your Gadgets Will Betray Your Privacy, which should reinforce the idea that you can pretty much be followed unless you move off the grid. And if you've already moved off the grid, you're not reading this since CrunchGear is a member of the evil network of interconnected computer machines.
The five things include; a box that goes inside malls to track people via cell phone to see how long they stay in the mall and what stores they visit, programs that “track your web surfing habits and sell ads based on that data,” location-based services that use your phone's GPS chip to advertise to you when you're near a particular store, automotive black boxes and GPS systems like GM's On-Star, and cards that contain chips with your personal information like your driver's license or work ID card.
At the risk of sounding like I'm siding with “the man,” I don't really find any of these things on the list to be that appalling. Then again, I don't really have too much to hide and I actually - believe it or not - like the idea of being served ads based on what interests me (all gadgets, no tampons please) and having coupons sent to my cell phone when I'm near a participating store. I don't care about the driver's license thing because I know any halfway intelligent detective or government agent would be able to find me in a matter of hours based on my spending patterns.
And the On-Star thing is just plain safe. I don't mind that at all. If I get in an accident and become trapped or injured, you bet I want people to be able to find me.