BrowserSpy: What a website knows about you...

If you're interested in finding out what a website (and the folks behind it) can find out about your system, read on. Henrik Gemal, over in Copenhagen (where I've never been fortunate enough to be) has a tool called BrowserSpy which will tell you what info about your system can be discovered.
It's interesting that quite a few of the tests will only work with Internet Explorer! He's another guy that recommends using an alternate browser. You can look at the page explaining the purpose of BrowserSpy or just go run some of the online tests and see what happens.