>Unfortunately, it's not that easy. Here in the US, it's basically impossible to protect one's privacy. This fact became obvious very quickly to me. As a European, I was used to strictest privacy laws. Here, you can pay cash at Radio Shack and still get spammed with snail mail 3 days later.
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>But heck, I've chosen to live here, so I agreed to that, I guess... ;-)

You can choose not to give them your information. When I buy something at OfficeMax or Circuit City, they ask me to electronically sign my credit card receipt. I've refused to do this, so I just sign it normally. I also refuse to give my social security number unless its needed for tax purposes (per law). My bank currently uses it as my ID (in violation of the law). I'm in the process of changing banks because of this.