Targeted ads and data mining
While it's true that farcebook or no, your data is being mined till it squeals, avoiding seeing any targeted ads is pretty easy (if tedious), in the UK at least, and without much in the way of expertise.
Register with the Telephone, Fax and Mail Preference services, install ABP in your browser, write to the Royal Mail Door-to-Door Opt Out Dept, keep a couple of email addresses for online purchasing and forum sign ups and make sure you've got some sort of decent anti-spam measures in place. Most importantly, pay CLOSE attention at the bottom of forms and tick (or not) the "hey! I'd really love piles of irrelevant shit from you and other carefully selected 3rd party arsewipe merchants!". That should see the end of anything vaguely targeted - its worked well for me.
Time shift all commercial TV (why watch ITV anyway?) and mail Royal Mail Door-to-Door Opt Out Dept and you're finished with most of the general demographic targeting, just leaving billboards, print media and commercial radio, which I find too irritating to listen to anyway.
The data collection issue should be kept seperate from the targeted ads, as it's far more intrusive and harder to get rid of, and only a portion is used for targeting anyway - the other uses to which it's put are far more disturbing. Its so obvious that its depressing that someone like Bruce Schneier even has to comment on it. Its our data, and (with a few exceptions) decisions on how or if it will be used and the privacy implications of those should be ours alone to make. The government love to wave the ICO about as some sort of talisman, but until enforcement is quick and retributive, the greedy little fucks of the world will take the piss and laugh all the way to the Cayman Islands.
Currently the maximum fines could put a small business down, but wouldn't scratch the paint on even a moderately sized firm. Until penalties for using data in a manner not explicitly and freely consented to by it owner can put any large corporation out of business, they are no deterrent at all.
Nothing will change until the majority are aware of the value of what they give away for nothing. In the end, for all the efforts of activists, I suspect it will be those who gather the data who murder their Golden Goose through their inability to show moderation and keep their slavering greed in check.