Opting Out
I agree with the others that Google is a different case. I can see that at some point they will become an issue, but at the moment I've got Firefox with NoScript and AdBlock configured to block most known Google ad traffic. It's interesting to see how many sites use googleanalytics and other stuff. Those who think that not passing their data to Google is a matter of avoiding Google's public sites need to look a bit more carefully.
As for NebuAd, if my personal information is that valuable then perhaps I'll sell it to you if you're prepared to pay me enough money, where the ISP is your agent, not mine (i.e. you pay the fee, not me). Taking it without my permission is theft and you definitely don't have that. Making sure that my information is not passed to your servers should not require me to do anything or store anything on my computer.