· Google's ad system has its own opt-out page .

· Yahoo's targeting program lets you say "no thanks" .

· Microsoft's personalized ads can be shut off .

Bear in mind that "opting out" actually just sets a cookie in your browser that states your preference. If you clear your cookies or switch to a different browser, you'll have to repeat the process. With talks to regulate behavioral ad targeting, though, things could get easier in the future.

Until then, it's up to you to take an active role in deciding how much of your information you want being shared. If you don't stand up and make that decision, rest assured that it will be made for you -- and the companies acting on your behalf may or may not have your best interests in mind.