Both publicly and privately, all IT Security professionals have warned co-workers and friends of the dangers of online tracking. Nothing you do online is ever truly anonymous. It does not matter what browser you use or how frequently you purge history files or disable cookies. You can and will be tracked. Your behavior online and the associated metadata is simply too valuable to ad houses and search engines and retailers. Be conscious of what you do and where you go.
This article from Sophos is a sobering reminder of the trail of bread crumbs we all leave behind us.