As surveyed by the Pew Research Center, the average U.S. citizen appears to be more concerned about the data collecting abilities of advertising networks like those of Google and Facebook, faceless malicious hackers, and even friends and family, than they are the government.

See the full discussion of the research findings: Pew: 86% Of U.S. Adults Make Efforts To Hide Their “Digital Footprints” Online; Fear Of Creeping Ads And Malicious Hackers Outweighs State Spy Worries | TechCrunch.