Not to generalize too much, but I'm going to suggest there are two kinds of people in the world: those who might want "the best advertising delivered to you, based on your actual interests" and those who'd prefer to be left the hell alone.
Members of both groups should probably know about Acxiom, the "prominent data broker" mentioned in this week's cover story. That company just started up a site called aboutthedata.com, which "allows you to review some of the information the company has connected to your name — and, potentially, edit and update it as well."
So if I were in the "better ads, please" camp, I might notice that whoever has bought my data apparently now believes I'm interested in both reading financial newsletters and gardening, neither of which is accurate, and I might try to correct the record.
But I'm in the latter camp, and hate the whole idea of companies selling and buying information about me — often just because I've picked up a discount card to some retail store. So when I visit aboutthedata.com, I mostly just get creeped out by the things Acxiom has right, like my homeowners insurance expiration date and the approximate date of my marriage.
There's a chance that we'll get a little more transparency from this industry, but apparently that's about the best that misanthropes like me can hope for. So we might as well understand who and what we're up against, which can begin here.