Facebook, Google etc usually have options hidden in your account settings to turn on/off targeted ads based on your browsing history. Turning that off is a good start.
The other thing I was warned of recently is if you are posting your pics anywhere online. Most cameras/phones insert an id into the data of the picture. So if someone took the time to look it up in a CD pic it's easy to search for any other pics online from the same camera that may link from your other day to day accounts.