The Economist has a good article on all the ways that society is watching and following you around nowadays.
An interesting point they make is that privacy has only been considered important since WW II. They fail to mention 2 reasons that this might be so:
1) The size of databases was only then becoming so huge that there was no way of destroying them before they came into Nazi hands. This lead to millions of Jews being targetted and killed because their ethnicity was explicity listed together with their adresses on paper (in the Netherlands they were particulary good at people registration).
2) The technology to build large databases to the point where they do invade privacy and become dangerous to it has only been around since WW II.