Ok, let me make some clarifications here.
First, this kind of thing is what largely got me into the world of information security. Not Spokeo or its ilk, per se, but the adware/spyware thing that became popular in 2000. It's pretty much always been the attitude of companies, software developers and web operators that they have the right to do and record anything they want. If the capability exists, they WILL exploit it to its full potential, and we've seen plenty of examples of that sense of self-entitlement in every aspect of modern technology (haha, DRM, anyone?) And, in theory, they should tell you, and maybe they do in some fine print on a page you probably can't find, but, frankly, even if they don't, what are you gonna do?
Second, don't get tricked into thinking that only people who use social media like Facebook, or even that only people who own a computer or use the internet are affected: Data miners like Spokeo and Intelius record data on EVERYONE. And they start early, with kids. This is not to say social media is close to safe, but, again, anything technology allows, is automatically considered acceptable. Kind of like how the software pirates think, as well as the purveyors of DRM and other problems on society. Don't get me wrong, social media makes this kind of thing 100 times worse, but data mining has been around for years.
Third, this is not even an online-only phenomenon, although the internet has made it far cheaper and easier for companies to exploit you. Spokeo is far from the only player. Intelius is another biggie. Offline (or well, not accessible to the average person like Spokeo, Intelius, etc.) are services like Abacus Direct, Acxiom, Equifax (the credit-rating company that probably is the biggest player of all), Lexis-Nexis, etc. They've been around forever. The only way you *might* be able to opt-out of their data-sharing is to write them. But there are dozens of other major players and thousands of low-level data sellers.
I realize a lot of folks don't care about the privacy invasion. What you might care about is that your personal information is worth money - to you. Professionally, I've done interviews and gotten PAID for it. Personally, I make about a grand a year doing focus groups for a couple of market research agencies. I'm not a particularly interesting person, but, having worked in market research myself, I learned who will pay me for my opinions. Yet, people are giving away far more for free on Facebook. Now, I get paid by companies to learn what my favorite toothpaste is, or why I won't buy Dannon or Apple products. People are giving that information away for free! The only reason why distinct market research polling companies are still around is because the data coming from Facebook is largely of crap quality overall, but that may change as data architecture and refinement improve.
Fourth, the more data being shared, the risk of identity theft goes up. It's probably not a surprise that has by far one of the fastest growing segments of crime. A good way to get your identity stolen is to have a pre-approved credit card mailed to you that you weren't expecting. If someone gets it first, well, have fun with that. But, even a birthday can come in handy to a thief.
Lastly, while I love the piggy example above, don't think for a second that because you pay to use a website or service, data collection and vacuuming isn't going on. They're worse. While anonymous or quasi-anonymous users can use fake email addresses, sign up under fake names, etc. to hide our identities, you can't do that with a service that you pay for, or on a mobile device, since that's typically tied to whoever purchased it. Amazon, eBay and Paypal have historically been some of the worst offenders. Most of their tracking occurs server-side so AdBlockPlus and Ghostery often won't help you there.