You want to do a creepy, paranoia-inducing experiment? The next time you're thinking about making a particular purchase--I mean a purchase of a single item--do all of your research and window-shopping on the Web. Make it known to the Internet that you've got a couple of hundred bucks burning a hole in your pocket, and you want to buy a Blu-Ray player, a cheap outdoor grill, a framed poster of Winston Churchill, whatever.
Once you've done that, go about your life as you normally would. The next time you get back on the Web, though, and the time after that, and the time after that, pay attention to the advertisements that show up in the margins of whatever you happen to be looking at. You'll find that all of a sudden, the people who sell the item that you were looking for the last time you were on the Web are now coming out of the woodwork. They know you want what they have. So they (with the help of Google) are going to start flashing tailored ads at you.
Of course, this all makes perfect sense, and I don't resent Web-based advertising any more than I resent newspaper advertising. But I do resent how much the Internet knows about me.
Footnote: "Just what do you think you're doing, SAJU? You used that promo code on a purchase yesterday. If you use it again today, you will be violating the merchant's terms of service. I'm afraid I can't let you do that." (The foregoing should be read in the voice of HAL 9000 from 2001: A Space Odyssey.)