Re: They just don't get it.
"they should have the option to be able to OPT-IN"
Precisely.
I look at this from the perspective of a real set of shops and articles.
I can go to a library and read a few articles; now I head to a newsagent. How would you feel if they said to you "We know you have been reading <list of books at library> and we might suggest <x>".
Now the only way they could know this is if either the library told them or someone was watching my every move. User profiling is, by far, the latter.
If someone did that in real life (followed me around shops watching my every move) it would be classified as stalking.
On that subject, El Reg, it is really none of your business that I occasionally browse electronics component vendor sites (see name) so quit serving ads that show their products (or quit using the ad spamming service that does so). I deliberately keep those specific cookies for ease of login, not so an ad spamming service can sling an ad at me that is a total waste of money because I am going to ignore the ad as I get the newsletters anyway.
I have no problem with a site serving ads that have products that pertain to the site main contents; I have a real problem with a site serving ads based on what other sites I visit.
Of course, if sites were forced to adhere to that rule, a lot of people might actually have to get a real job.