Theory says that if you have enough data points, anything can uniquely be identified. This theory has in the past been applied to marketing and advertising, resulting obviously in alarming privacy issues.
Turns it, the same kind of game can be played with your browser. There is a nice little experiment being ran at the "Electronic Frontier Foundation" or EFF, called "Panopticlick" that aims to show how unique - and trackable - your browser is. Go ahead! Click the link and check for yourself.
This is what I got when I tested my browser: out of 770,962 browsers tested so far, these are some of the characteristics of mine:
This was after running the test twice on the same computer: I couldn't believe that the User Agent on my laptop was so unique that noone had ever had the same value. Sure, enough, after I ran the test a second time, the value was devided by two. Next test will be after I build my machine twice using Microsoft's Deployment Toolkit 2010 (which is great BTW) - am I still going to have uniquely identifiable browsers after that?
If you ask me: frightening stuff, especially considering that all of that can (and is) collected anonymously. Imagine what the authorities could do once they start matching browser fingerprints and people!
So far for being anonymous on the net!