For the paranoid.
The data mining that goes on at GE Capital, American Express, Visa and Mastercard is way, way beyond anything the government is doing or will do.
Using demographics and psychographics, if you use a credit card, they know everything there is to know about you and your behavior.
Of course my relationship with GE Capital, American Express, Visa and Mastercard is completely voluntary. My relationship with the government is not. GE Capital, American Express, Visa and Mastercard do not have tens of thousands of agents in black ski masks armed with MP5 submachine guns to be used to enforce thier will. The various levels of government do. GE Capital, American Express, Visa and Mastercard cannot regulate my behavior nor can they jail me, confiscate my property, tax me, prohibit certain behaviors or compel others. Government seems to do little else.
Not that I want GE Capital, American Express, Visa and Mastercard to have a complete dosier on me either, mind you, but I think this information in the hands of government is much more dangerous.