Mashable has a nice, big infographic about "What Social Networks Know About You". I haven't had a chance to really dig into it, but what's probably most remarkable is that only one (Pandora) shares any of your information with marketers or outside organizations (other than when required by law, presumably).
Many people, when they see an ad on a social network assume, wrongly, that their info has been shared with the company whose products are being advertised. That's generally not the case at all.
Check it out: See: Here's What Social Networks Know About You.