There are also pretty simple ways for a website to see your browsing history when you turn up, and therefore profile you before you've even opened your account. There was a company touting a service a bit like that where they (from what I recall) kept a database of such info you to check. Kinda like someone selling a boat load of poker hand histories so smart, software wielding players know how you play despite never having sat with you before.
This is the site, but has a very odd opening message now and seems to have shut down - http://www.pzyche.com/
I'm sure there are smart people on here who can advise on the sort of anti-snooping tools to make use of to avoid this sort of thing. Handily it is often supergeeks who like to build and distribute stuff for free that are most against this sort of thing