Something I've always done... and is very fun-

When buying stuff online, for the shipping address-
In the name field, put "firstname website lastname"

so like, "Soda EEgg Popinsky". What this does, is tell you who violates their privacy policy (depending). If you receive junk mail, or porn email later on addressed to Soda EeggPopinsky, guess who sold out your information? Eegg.com

Pretty fun, give it a whirl.