The Apache web server maintains logs of all accesses - every PHP page, every HTML page, every image file, every JavaScript snippet gets logged with your IP address, like so:
192.168.1.254 - - [30/Aug/2008:21:45:44 -0400] "GET /index.html HTTP/1.1" 200 14346 "-"
"Mozilla/5.0 (X11; U; Linux i686; en-US; rv:1.9.0.1) Gecko/2008081820 Gentoo Firefox/3.0.1"
My web hosting provider keeps logs for six (6) days - the current day is the active one, the previous day's are kept on disk, and the three days' before that are compressed for the purposes of usage tracking, security auditing, and debugging. Every day the oldest archived log file is automatically deleted and the next oldest is renamed.
Every once in a while I'll link to things sold on Amazon which are associated with my Amazon Associates account. If you happen to buy whatever is linked to, I'll get a few cents of credit which goes toward books or music. If you just click on the link, I don't get anything. I don't know who clicks on them, so I can't use them for data mining or usage tracking. You're not under any obligation to buy anything (but if you do buy me something from my wishlist I'll be grateful and think you're awesome).
That's it. If this changes anytime in the future, I'll update this post and tell everyone that it's been edited.