Scary stuff. I hope these self-driving cars will be able and designed to work while completely offline, with no built-in way to ever connect to a network. But given the biggest player in the field seems to be Google, they'll probably be always connected in order to send data to the mothership and receive ads to show you.
I'm just envisioning a scenario where the car automatically pulls to the side of the highway, locks the doors and dishes you with a 15 second ad, and then the doors unlock and the journey resumes as normal.
Don't hold your breath about that. There will be a huge load of data ready to be sold to advertising companies just by listening what passengers talk about when passing near areas/stores/billboards/events etc.