Have you seen "Minority Report?" The thing that scares most people is NOT the whole "stop you before you do something" aspect. It is the way the ads pop up and change based on how close you are to the various displays. Targeted ads based on the data collected from our shopping habits, online activity, and keywords in our emails have started to really freak people out.
Today is Easter Sunday, 2013. Based on the fact that CoverGirl targeted an ad about make-up to a heterosexual male in his early 40's, I don't think we have anything to worry about. They are no more targeted than flipping channels on a TV. In fact, based on some of the comments, I'd say CoverGirl's targeted media manager should be looking for a new job about now: