I realize many feel this way, but this sentiment isn't well founded. Facebook is much more secure than your other user/pass auth mechanisms.
You're worried about facebook being a "skeleton key" of the internet. The fact is, if I could hack into your email account I could just go to almost every website you use and re-set your password. You would have little recourse even after you changed your email password. At least with facebook, if someone gets into your account you can verify your identity by identifying friends in pictures, among other mechanisms facebook has implemented, before having a new password sent to your primary email.... and if I think my facebook/google/openID/whatever password has somehow been compromised, I can re-set it in one (or a few) place(s) instead of 100 places. They've really done a very good job with this stuff.
The flaw described here wasn't a flaw in the implementation of Facebook Connect. What happened with Hulu is not any less likely to happen with a user/password implementation. They just mixed up the relationship between userID's and data in their own database (or something to that effect).
Regarding control of data, ... when you use Facebook Connect, the website has to request permission to any data of yours it wants to receive. For most blogs/forums/etc, it shouldn't need anything except "basic information" (name, gender, and unfortunately friend list but maybe you can make that private). If it asks for more hit "refuse" and choose one of the OpenID options. If you login with google's open ID they don't even get your name or google ID... they basically get no identifying information at all whatsoever.
You say you use a strong password for all websites, but where do you store all those passwords? In your browser, viewable by anyone who uses your computer for a few minutes, and which can't easily be shared with other computers (work/home) or onto your phone (my blackberry certainly doesn't)? Or do you store your passwords in lastpass, which has already once accidentally leaked its user data (sure the leaked data was encrypted, but it can be brute forced)? There really isn't an easy answer, and these openID/oauth mechanisms are both really nice and far more secure than existing u/p methods. I wish more websites would start offering them.
I made a simple webpage (pilotpad.com) to try out single-signon mechanisms. What I learned encouraged me that it really is more secure... but even close friends were afraid of what my site would do to them if they clicked that frightening "connect with facebook" button... in practice, sites that want to acquire users still need to support user/pass type auth for the time being, but I really hope this will change.
