Personally, I think this is being blown out of proportion. Consider the quote from the web site that Empath linked to in the first post. An excerpt is quoted at the bottom of this post for those that don;t want to follow the link. If it is even close to true, it means that
1) Only some of the users are being tracked
2) They are given notice that the information is being gathered
3) They invited to be tracked
4) They have the option of changing their minds.
A big point was the "third party site" that handled the data. This sounds scary, but WAIT! Doesn't CPF use a vendor to provide the datacom, computers and software for CPF? Are we not exchanging emails containing phone numbers, addresses and other private/personal information? YES! and it does not bother any of us.
Yes, their web site that accidentally showed past Sears purchase history was an unprofessional goof, but that's hardly sinister. Just stupid and quickly fixed.
Sears Vice President Rob Harles responded twice to Googins' revelations, defending the program. Harles said that "the overwhelming majority of members are not tracked, nor invited to be tracked;" Sears gives prominent notice to users it invites to be tracked; the process is fully explained during registration and users are provided with opt-out instructions. Harles was previously senior vice president of comScore, which produced Sears' software.
Just because you are paranoid does not mean that they are not out to get you, but it's been my experience that almost nobody is ever out to get anyone.
Daniel