I gather the least amount of information needed to serve your page. This site doesn't have a web tracker or other external resources. We don't have advertising.
I do have a mailing list but if you don't subscribe to it, I won't have any information about it. I also don't require anything to join the website besides your email address. Since I don't personalize anything… I don't need it.
Also, all of the data can be found from Atom feeds so even if you want the information, you can do it in an anonymous manner.
Cookies and Local Storage
To make patrons's lives easier, I do use HTML5 local storage to save the patron password. The password-protected pages are entirely self-contained and initiates no traffic with my server when you unlock pages (the locked content is just AES-encrypted data on the page).