Since the statistics on Identify theft are getting pretty scary (10%!!), control of your personal information is no longer simple paranoia.
Personally, I've been limiting distribution of my first name for quite awhile now. I've found that it is a piece of information taht is able to be an easy & simple mechanism for doing a little bit of "white list" filtering.
In other words, if I get a piece of wierd email that uses my first name, its worth a second look before the trash bin, because its more likely from someone real who somehow knows me, instead of YA random spammer.
-hh