The only information that might be collected by my equipment is done so by the web server for logging purposes, but I don't ever view those logs. On the other hand, I use Google ads and analytics, so whatever they collect, they collect. This includes, but is not limited to, things like browser version, screen resolution, referring URL, and city you are browsing from. It's nothing that should invade your privacy though. This information is used just to say "cool, someone from Houston visited today - oh wait, that's me" and "you know, I really could make the content area wider, no one is browsing with less than 1000px width." So, you're relatively safe there.

Further, if you give me your email address using the contact form, I use it only to reply to you.

The blog collects email addresses, but those are only used to let people who have subscribed to a comment thread know when new comments are posted.

Google wants to let you know they are doing interest based ads now, and tracking ads that appear to interest you based on what you click. They also use a DART cookie. From them:

We use third-party advertising companies to serve ads when you visit our website. These companies may use information (not including your name, address, email address, or telephone number) about your visits to this and other websites in order to provide advertisements about goods and services of interest to you. If you would like more information about this practice and to know your choices about not having this information used by these companies, click here.

More info is available at Google.