The EFF has released the "2010: E-Book Buyer's Guide to E-Book Privacy."
Here's an excerpt:
The guide is simply a review of privacy policies, to the extent we've been able to find them, plus additional information we received directly from Adobe and the Internet Archive. We haven't been able to do independent testing to verify how these e-book providers work in practice. Also, in discussing whether individuals are linked to their reading we have only addressed direct ways (i.e. Amazon or Google directly keeps that information in your account information) as opposed to indirect ways that require action from third parties like the ability to use your IP address gathered by logs to subpoena your ISP for your name).