I've done some work on this before when I was teaching, I had students invetigate the data mining done on behalf of Tesco Clubcard and look into how Tesco effectively becomes close to "Big Brother" in the amount of data they find out about you. We were actually all kinda scared about just how much they could find out about your life - all in return for a tiny reward of a few pounds worth of vouchers people are willing to let them know a LOT of information - think about it, they even know your bra size and what kind of knickers you prefer to wear....
I started this exercise by looking a the Netflix Prize, what an excellent idea for getting an algorithm created which can accurately use data to predict future patterns, the prize money they offer is small compared to what a contract promising that kind of accuracy would cost.
As for the Amazon recommendations - I often buy from them but I never realised that humans are used in the metric to suggest similar products. I've even fallen for recommendations they've given me on facebook so the tactic is very effective as they are targeting me without either visiting their site or opening their email (which is filtered off anyway). Remind me never to buy underwear from Amazon....
And so I searched for my own, but not without a good idea of how they use my data. I went off in search of Starbucks. Now me and my Starbucks card are never parted - I've got the app on my phone and watch. I've done everything with that app, searched for stores, got all my freebies, and even ordered and paid for the coffee before I got to the store. When I'm near my favorite store I even get a reminder (like I need one!). The only thing the app doesn't do is automatically order my standard beverage as I get to the front of the queue, but then again I like a chat with the staff, many of whom KNOW my beverage is a Venti soya latte, 3pumps peppermint, origins espresso and an extra shot - that can be hot or cold depending on the time of the year. Ok now I'll go and look at what the search revealed.
Other than it using data to determine where the next store should be I wasn't surprised by anything. Starbucks know how I like my coffee, they know which coffee I buy to drink at home and they know I am a sucker for a CityMug or take away beaker.
Thank goodness they didn't count how many espresso martinis I drank when I went to one of their gold card holders Christmas events 2 years ago......hic.......