Social Networking sites: Facebook, Twitter, Instagram, Youtube, Pinterest, LinkedIn, and Zazzle are likely to collect personal date, leave cookies, and track usage. So are any of the sites where you "friend" or "follow" me - google followers, networked blogs etc.
Like and Share: If you use any like or share buttons, somebody somewhere is keeping track of you!
Hosting sites: Blogger (via Google), Wordpress and Weebly all host my pages and are all likely to leave cookies and track usage. If you leave comments, they will also collect whatever personal data you leave with your comment.
Sales: I'd love you to buy my books, but Amazon and any other bookselling site will almost certainly invite you to log in, will leave cookies, track usage and store data.
Mailing: Mailchimp will store your name and email address and promises not to be evil. Feedburner will presumably do something similar. So will my Contact Me form.
Analytics: The flag counter keeps track of where visitors come from. Google analytics must be doing the same, as must GoStats.