My bank, my place of employment, and USF have the most of my information. The apartment complex where I used to live probably also still has my information on file. Gmail, Facebook, and other sites with which I have an account also have a relatively significant amount of my information, but only such as my address, not financially relevant information, such as my social security number.
I generally do hesitate when asked for my social security number, but the only people I can remember asking for it have been from my bank and USF, both of which I consider to have a legitimate need for that number. I don't think I would feel comfortable giving my social security number to a store I frequent, and hope that I would decline to give it out; however, I do tend to have a general belief that bad things (such as identity theft and fraud) only really happen to other people, so there is definitely a chance that I would give it out without even thinking twice. Generally, I do not mind giving out my address; this is because it is very easy to toss junk mail in the recycling, and it doesn't take up too much of my time. I am a bit more guarded with my telephone number, but as with my address, I figure I can always just politely say, "No, thank you," and hang up the phone if called by a telemarketer. If I don't frequent a store or business often, I usually decline to give them my email address; usually, however, I feel bad not writing my email in the space provided, so I provide a fake one instead. How is this better than simply declining in the first place? I have no idea...but I do it anyway. I'll frequently be swayed by the "sales pitch": "We'll send you emails with discount coupons! Free stuff!" and sign up to be on email lists, then regret it as soon as I receive the first email.
I am most comfortable sharing my information with my bank and with USF. I am confident in their security (accidental breaches aside) and know they have a legitimate need to use the information.
I mostly try to limit the information retail stores have about me, mainly by either declining to fill out their customer cards, or by providing them with fake information. The difference between these stores and organizations such as USF and my bank is that I know the stores just want my information for marketing purposes, whereas USF and my bank require my information in order for me to do business with them.