Smartphones, however, don't have those same tools. Even if they did, they wouldn't really help. For example, a firewall that blocked an app from phoning home would likely render the app useless as so many apps are dependant on online connections that connect to their home server. Think Facebook, Pandora, Twitter, 4Square and more.
The Wall Street Journal has analyzed 101 Android and iPhone apps and found that 56 of them transmitted the unique device ID of the phone back to various companies, including those that specialize in advertising. Pandora was one of the worst.
Testers found that Pandora sent information to eight different tracking companies. It sent the phone's location to seven of them, the device's ID to three of them and demographic data to two of them. Do you recall giving Pandora permission to do that? No? I didn't think so.
Even apps that shouldn't require much if any online access share information. Bejeweled 2 sends your user ID and password back to the application creator and the same info plus your phone number to third parties.
Don't count on Apple or Google to monitor this for you. Apple contends that apps cannot send user data without the user's express permission, but when confronted with these apparent violations, Apple clammed up. Google took the approach that if you don't want to let an app send data about you, just don't install the app.
For a detailed report on what the 56 apps disclose, see this page. Will that cause you to uninstall any of those apps, or not buy them in the first place?