I considered calling this post "The Fallacy of Privacy".
For the most part, people today highly value their right to privacy. However, it IS largely a right, and not a reality. You should assume that everything you have ever written and posted on the Internet, including blog posts, emails, web pages, everything is saved forever. Even your surfing habits, your searches, your purchases.
Financial transactions (or anything else posted through a secure https connection) are very well protected, so your credit card numbers and passwords are safe from theft by intermediaries--but possibly not what you are buying, not what you spent. Not where you physically were when you made the purchase, and perhaps not even who was next to you at the time, or before or after you.
Also, if you want your location kept private, never carry credit cards or checks. Throw away your cell phone, use only public transportation, cover your face and distort your voice in a random way. Don't frequent the same restaurants, stores, streets. Act very, very paranoid.
Or, you can act rationally and trust that criminal use of your public information will be strongly prosecuted. Do everything publicly and obscurity will provide a strong measure of privacy.
Personally, I plan to enjoy the freedom provided by cars, mobile phones, credit cards, and searching and buying on the Internet. I don't mind that retailers may track my purchases because their strongest motivation is to do a better job of satisfying my wants. Profit has always been a stronger motivation than morality or legality, and if some company abuses my information (for example, sells my credit info), I'm likely to switch to another company.
What about the future?
There are traffic cameras and street cameras (crime fighting) in many high-traffic areas now. Tomorrow those cameras will have higher resolution, allowing automated facial recognition. And the day after tomorrow, those cameras will be in every public place. You should not expect privacy if you are on a public street, a public shopping area, a public restaurant or bar, a public park. You will have lost the ability to be hidden, but you will have gained greater security, reduced crime. If someone snatches your purse, they'll not only be identified, they'll be tracked and apprehended.
That's only the beginning. In my post on Cell Phones of the Future I proposed that video capable phones will not only be ubiquitous, they'll record everything you see (for your own personal use). Invite someone with a mobile phone into your house, and you should expect that everything they see or hear will be recorded. Don't make promises you don't intend to keep, or someone else's lawyer will be paying you a call.
I do expect the social norm will be no phones in restrooms, or during sex. But don't take that for granted.
In my story Party Line I explore the implications for a private investigator. How can you get away with a crime in an environment of universal audio/video recording? Murder, at least when motivated by passion, will not go away. In Party Line the government is shackled in their use of video surveillance recordings by privacy laws, but not individual citizens.
Of course, your future government may have different ideas.