Is this a surprise to anybody? why do you think all TV vendors are pushing for "Smart TV"? all this metadata could be a huge source of revenue to them in all kinds of areas, from advertising profiling to law enforcement.
Since we have more and more connected devices in our lives, you've got to take extra precautions. First and foremost, if your device doesn't need to be connected to the Internet, just don't. There is no reason your wired printer need Internet access, so block that MAC address for external access. If your device does need it, then make sure that it's in an isolated segment with no raw access to Ethernet frames from other systems in your house, and if it's WiFi-enabled, make sure you have guest isolation turned on. Then, setup a proxy, transparent or not, to make sure you have the chance to monitor that traffic for unexpected surprises. If you can, whitelist some specific sites that your application needs to access, like Netflix or VUDU for example and block access to everything else.
Finally, why use apps in the TV when you can have excellent open source software provide you with content, like XBMC or MythTV?