I've mentioned Shawn Yeager and his site algorhythm a few times in the past, but I thought I'd mention it again. If privacy is of interest to you, his blog is definitely one to check out.
His latest post is regarding Delta Airlines. He says:
Having learned of Delta’s participation in the CAPPS II program via the Boycott Delta site, I decided to put my money where my mouth is. Specifically, I contacted Delta via email, stating that I would no longer fly them due to their decision to participate in CAPPS II, and asking them to cancel my SkyMiles account. Following is the reply I received: