Of the 3 levels of spyware that Empath notes, the first 2 are certainly available for the Mac. There are add driven applications, and add driven applications that probably collect and send back information. however, many perfectly valid applications make a connection to their server when you register the app to validate your serial number and if you block them with little snitch they won't validate. This is being used increasingly by larger and smaller software companies to stop piracy. The reputable ones like adobe tell you that you have to be connected to the internet to send the info back and others will even pop up a window showing you exactly what information it wants to send so that you can decide to use the software or not.
There is no security risk by allowing them to do this unless you are really using a pirate serial number in which case the software wont work for you.
There are other applications that do this and don't tell you about it. I have a problem with this. I build "automatic update" checkers into my apps, but I don't record anything about you other than the version number that was asking about updates at the server so that it knows what to send back. It is easy to verify what is being sent back and forth with any of the network sniffer apps if you really dont trust something.
But then, if you really don't trust something, perhaps you better not use that software at all. After all, if they are so crooked as to steal your demographics and send it back without you're knowing about it, how useful and safe is the rest of their software going to be.
If you find that a software developer is collecting information that thye are not telling you about I would definitely send that to any of the Mac security boards. That kind of thing may not be grounds for a lawsuit, but it definitely makes for bad PR and especially in the smaller Mac community a lot of companies really rely on those same Mac news websites for getting their PR releases out. You can shut them down if they do bad things.
There is 1 and only 1 app that claimed to remove Mac spyware apps. I got a laugh reading their description of the software because it is so very vague and doesn't specifically list any known spyware, because there isn't any third level known spyware.
If you agree to use a file sharing utility for free and it wants to show you adds then thats what you agreed to, but as soon as it starts to collect other information about you and what you do and if it keeps running after you've stopped running that software then I would consider that a great risk and beyond the scope of anything I would agree to. I used Eudora in it's add supported mode for quite a while in the past, it was only mildly annoying and I did scan what they were sending back and forth and it was nothing beyond asking for new add images to display. So just because it's doing something doesn't mean it's bad.
If you can find an app that collects the kind of information on your Mac that Empath notes in his third level, by all means make it known as you'll be the first to find it.