As to mining (at least in the browser), here is a cute add-on for Firefox
that lets you map the data sharing (along with a Ted talk if you are
intrested in the subject):  

http://www.ted.com/talks/gary_kovacs_tracking_the_trackers.html  

https://addons.mozilla.org/en-US/firefox/addon/collusion/  

Kelly
KB0GBJ 
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