Fact is guys unless you are using multiple proxy's and/or running a VPN adding TOR or I2P etc to it all then everything you do and say on the net is recorded and tagged to your IP.
But then again for your average user 90% plus of this information is absolutely useless to anyone except for marketing and hackers after your personal information and habits.
Sure be aware of the risks out there but no need to be to paranoid about it all.
Your average net citizen is very much a microscopic blip on the radar of the government (depending on where you live in the world), but in the case of face book it is really a privacy issue and the use of personal information for targeted market research that some see as a problem ..... also they have a crappy track record of keeping personal data safe and have been hacked more times than a log of wood.
Having said that most cases of people losing their private information such as account numbers etc are due to basic stupidity and a serious lack of understanding of both internet security and how computers actually work.
FB is a fad that will in time be supplanted by a new social network site as it supplanted other ones itself.
I don't have a FB account for a number of reasons but most have to do with security... simple maxim I have stuck with since the early days of the web "if you want to keep private maintain control of what is online yourself, if a site asks for to much then seriously weigh the benefits of joining" .. less is more and less is safe.
As for the use of proxy's I really do not see the need for the average person to use them at all, whats more if you do be aware that your ISP can notice you using them (if they bothered to check) if you do not understand how to set it all up correctly.. Whats more if you are sloppy they will notice you using TOR if there are few or no other nodes in your area.
But unless you are a hacker, criminal, or an activist etc why the hell would you need to?
Final word on FB is that yes it is used for data mining but the fact is that 99% of those that use it have nothing to worry about from the FBI or the CIA as those that are up to no good and have a few brains I should think stay away from it.
Remember guys you are all on the surface web and there is a very bloody deep ocean underneath you
That is my opinion anyway.