The Wall Street Journal’s mobile blog has a fantastic visualization that summarizes what different mobile platforms (iPhone’s iOS, Android, etc.) and apps (Angry Birds, Facebook, etc.) are collecting and sharing about you and your usage, and with what level of detail.
Below is an example of the Pandora iPhone app. The top indicates what areas are being captured (e.g. age/gender, location) indicated by color-coded bands; the bottom section outlines partner websites that are sharing data. (e.g. AdSense, Google Analytics.)
This post receives honorable mentions for both the collection and presentation of the data, although I will say that it can be tricky to interpret at first. This isn’t just for privacy nuts – it’s 21st-century literacy.