The owner(s) of this site use AWStats along with Apache logs (and whatever other stats programs that the hosting company runs) on this site (basically to find out where visitors are coming from, how much traffic it gets, which pages are most important traffic-wise, etc). The owner(s) also keep track of traffic through advertising program's statistics (how many ad clicks, the amount earned from them...). None of this is personally-identifyable information. (Unless you intentionally give it out, e.g. in the forum, chat, or content addition form).
In the course of serving ads on this website, some third parties may place and read cookies on your browser and/or use other tracking technology. This should also be mainly non-personally-identifyable.
You can edit cookie settings in Firefox 2 by going to Tools > Options... in the menu bar, and editing the settings on the Privacy Tab. If you're using Internet Explorer 7, you can go to Tools > Internet Options--Privacy Tab. If you're using Safari, it's Edit > Preferences, Security. If you're using a different browser like Opera or Konqueror, you'll have to look at the help files or figure it out yourself. Sorry. ;P.
If you don't want any statistics or information compiled on the way you use sites on the Internet (including this one), you can opt to not use the Internet.
By reading this sentance, you waive all rights to sue me. (Which is ridiculous and demonstrates the idiocy of privacy policies, eula's, etc. On the other hand, suing fast food companies for making you fat, etc is also ridiculous and idiotic.)