FB claims that they don't leak information about the user, other than for advertising purposes, but is this really the case?
Here's how information leaks: if I want to know which people have an affinity with (e.g.) cats, I could target these users on facebook, and then use an advertisement where I sell (e.g.) coffee. Now, as a seller, I know if people click on the coffee link, these people are likely to be cat lovers.
So FB cannot claim that the information stays within their premises.
Of course the same holds for Google and others.
Hence all targeted advertisements should be made illegal until this problem is fixed. Good luck! :)