This post is old, the information may be outdated or it may no longer represent my ideas.
There’s a small note in footer (or another places you probably never look) on some websites that offers you a form to complete (with your personal data of course) to ask them not to sell your personal data.
Keeping personal data private (and/or not storing them at all) is a basic right. Privacy is a basic right for humans and we should not fill forms to stop corporations collecting/selling them. Privacy is not a luxury, it’s a right.