It's not only a problem from the privacy standpoint, but also in terms of what kind of behaviour it encourages, from online services to journalism.
The paywalled model is utterly ridiculous for the internet and the ad/privacy supported model is utterly destructive. What we need is a honors system like paying for deadtree newspapers (except with user selectable amounts). It does not eliminate ads, but generates enough revenue to act as a counterweight, that makes it easier for the business owner to care about the readers / users of it's product.
The honors system needs to consist of fine grained enough micropayments so that different aspects of a service / product can be rewarded, I want to click a button on the page of a Guardian / Economist article if I thought it was any good, to create an incentive to write further good articles.
There are some micropayment providers that accomplish something similar already, but not nearly in a wide enough scope yet. One that I'm using
(and won't name apart from this link) allows micropayments to almost any url, github projects, twitter users, individual tweets and other stuff, that is a good first step. It is still in infancy, but I'm using it because I want to vote with my wallet.
"If you're not paying for something, you're the product" is the mantra, but the often forgotten corollary to this statement is that whoever pays has the influence. I want to actively push the worldview of an open, honors system based internet so that we can have good content and freedom at the same time.