On Jan 9, 2009, Hal Roberts reported that 3 three of the circumvention tools sells user data. The only one that I reviewed and recommended is GPass, and as I reported, it wasn't really working recently.
The other confirmed sad news is that they actually store individual user logs, which by law they don't have to. But since they do store, by law LE like FBI can request for it, and they had been cooperating. The advantage of US freedom is again lost. In contrast there are Data Retention law in most EU countries.
Nothing important is lost, as I never use them alone, and I never invite the attention of FBI.