It is not new that there is an explosion of services around the web that can play a role in a user-based mashup. I won't count them all, because this will change after this note has been written. If you don't know what I'm talking about, just have a look to the Services connected by ShareThis or Ping.fm.
Many of these services will raise their own privacy questions/concerns. But, anyway, your questions may fall into these two categories:
- How this Service Provider will manage my data.