I would disagree that you can escape from all data mining companies. For instance, I would be willing to bet a lot on the fact that a company like Acxiom knows a hell of a lot about you that you don't know yourself. And they are not that well known.Facebook uses Acxiom, but you would never know that. You would really only look at Facebook's privacy policy where Axiom would just be listed as a "third party" in there.
It is very difficult not to be tracked at all, unless you are using Tor or other anonymizer.
Edit:misspelled Acxiom
