I've been unhappy with recent changes in how large online services manage my data:
- AdBlock - Blocks web ads in your browser. It's amazing how much easier reading sites is without ads!
- Use HTTPS - Forces a more secure connection to many sites, when available
- KB SSL Enforcer - Same as above, for a somewhat different set of sites
- IBA opt-Out by Google - Enables you to set your overall web-tracking opt-outs so ad networks can comply with your wishes
- Keep My Opt-Outs - Makes your opt-out selections (above) more persistent
- Facebook Disconnect - Disables Facebook Connect, so when you log out of Facebook, you're truly logged out, and not sending signals from the next site you visit back to Facebook
If you have an Android device, I also recommend Exfoliate, a nice little app that cleans your Facebook content for you. Just tell it what types of content, on your own profile and/or others, and how far back it should go, and then run it. When I accepted Facebook's forced switch to Timeline, I first used Exfoliate to scrub all content older than one month from my account. I re-run this every 30 days to ensure the only social content the site has from me is as ephemeral as the interactions I have there (i.e. nothing older than a month). It's worth the price.
Other steps I've taken over the years include setting my visibility on Facebook to only people I'm already connected to, disabling folks ability to tag me in photos or check me in at places, removing myself from site-wide search, and turning off any accounts, apps, or websites linked to Facebook that I no longer use.
Oh, and I also recently zotted everything from my Google+ account.
Hope that helps, and let me know what else you do to manage your privacy & security online.