Marketers “spying” on Internet users

The Wall St. Journal (via The New School of Information Security blog) has a very nice interactive tool, What They Know, for exploring the tracking files used by the 50 most popular U.S. websites and

Is this spying? To what degree can you “opt out” of these tracking files? It’s not easy for the average web user, but doable. On the other hand, content publishers have a right to monetize their content via advertising and other indirect methods considering they cannot get people to pay directly.