Privacy
I think this is a misnomer for the real concern. Yes, they know where you go. What you like. What kind of thing you just might click on if you see it next to the story. But everything does that. That's the nature of the web. To be a member of a website, you have to have a token of some kind.
The thing that made this wrong is that my purposely-checked option that I want no third-party cookies by advertisers was gone around behind my back. If they offered you better prices for checking that box, or something like that, it would be another thing.
I recently got a pretty fast cable modem of 30-40 Mbps, and I've been depressed over and over to see the page itself load fast. Then various ads come in at different times from many different servers, and I can't imagine who designed this crap system. HTML 5 and CSS are wonderful. You can look precise and as well-designed as a glossy magazine. With a fast connection you get the picture and the main text in seconds. Bang. And then, for the next 20 seconds, one ad pops in. Another one pops on and the page dances up and down. You can't possibly read the text for 20 seconds or so. It makes you nervous. When it eventually settles down, it's okay. I've used an adblocker in the past, and I may soon put one in again.
But that's on a good-looking site! Try an experiment. Type the name of some software available widely on the web. A video player, a codec collection, Flash. I'm looking at YOU, C/Net. There are four or five identical green "Download" buttons on the page, and they all point to crapware you didn't go to the site to find! I tried to download Flash -- why -- the other night, and try as hard as I could, I ended up downloading some virus doctor, a Mac utility I didn't want, and then and only then, the latest Flash. I know, why? But the customer is treated like dirt so often on the "free and open" Internet. A bunch of low-class hustlers. Large areas of the web are getting like light-night informercials.