You are an individual in the system. The system is composed of all the interlinked networks. That's the cash registers where you buy your corn flakes, to the camera outside the bank, to the GPS signal on your cellphone, to the electric bill that comes to your door. It encompasses anything and everything about your daily life.
Once the administrators of the system, i.e. the government, determine that you are a person of interest they will begin mining the system in an attempt to find out any misdeeds of yours or to determine future behavior, or simply to locate you for arrest.
Your problem is that there is vast array of information being collected about you as an individual and it is all available to law enforcement. However, law enforcement's problem is that there is a vast array of information being collected about ALL individuals and sorting you out of the mix becomes difficult.
The purpose of any privacy enhancing techniques or tools is to decrease your "signature" in the system and make sorting you out that much MORE difficult. Because multimodal mining methods are in use, you've got to use multimodal techniques. In order words, you've got to consider that they are watching your credit card records and comparing them against the records at Costco where you just bought a bulk order of beans. Then they go see that you've also bought a large stockpile of 8mm ammunition suited to fit a Mauser rifle and your library records show that you've recently checked out a series of anti-government books detailing Ruby Ridge and Waco. DING! You fit a profile and have become a person of interest. That's multimodal intrusion. To use multimodal avoidance techniques you would need to have remained anonymous at Costco, the gunshop, AND the library. Perhaps that wouldn't have been feasible at all three locations, but perhaps just one or two of them would have kept you off of the FBI's radar.
If you make it a goal to DAILY decrease your signature then you become lost in the noise. They will have to be specifically looking for you and it will be that much more difficult to sort you out of the background. At best they can only get you at the legal chokepoints they have created. (An example of a legal chokepoint would be having to show a valid driver's license in order to purchase ammunition. That's why I'm an advocate of reloading your own ammo. They may know that you made a purchase at some point in time, but not a recent one and older records are harder to sort through than newer ones.)
So keep these things in mind next time you go out into the world. Be aware of the cameras watching you. Be aware of the tollbooths you pass through with their automatic transponders. Be aware of the credit card transactions you are making or the library requests you are placing. You may not have anything to hide, but that's no reason to let people snoop through your business.