Well... even if we do leave it at home, everyone else has at least one where ever you go..
We're discussing mostly location tracking here (GPS etc), but we also shouldn't neglect the impact of cameras or mics. Nor the way GPS coordinates are embedded in pictures we ourselves take and we ourselves share on Instagram.
Yesterday on TV there was a talkshow about the decline on Facebook due to privacy reasons (with which they seemingly agreed), and someone went how Instagram was the next hottest thing (owned by the same parent company). I wanted to bash my head...
Right now I'm watching Tour de France and the 24/7 in-ears/mics and cameras make it a vastly different game than how it was before the TV era and during the TV but not yet everyone having ears.