If I'm reading a magazine that has advertisements that is fine. They help cover the costs of production. If I join a club and they sell my information (where I live, who referred me, what actions I perform in the club) to another company that is an entirely different matter.
Tracking via cookies/pixels,etc is getting pretty invasive too. When google does it, it is just as bad. Look at Buzz, have we already forgotten the outrage when it came out?