I think by showing the individual being tracked and their path it feels creepier than just aggregated data of all user paths but obviously this needs to be know to generate the aggregates and provide data to refine the site or application.

If you are really bothered browse with NoScript and don't allow MixPanel/Google Analytics etc. Check unknown domains to see if they are advertising or analytics services. This won't stop everything but will make it harder.

Note that anything you are doing server side can leave a trace in the logs if nothing else. Also phone apps can easily track this sort of thing too. I've made opting out of anonymous logging a (cheap) paid option in my app (http://itunes.com/apps/fastlists) because I think the data is valuable so I want to allow but discourage opt-out and it is also their to justify the full package price.