Great question. I do, but not in the sense of stifling "thoughts you would put out there if you knew you weren't being watched". Rather, I've developed different tiers of communication through which those thoughts get filtered and then distributed. It used to be that I had one e-mail address and one social media account, all tied to my real, meatspace identity, and that everything would come in and go out through those. These days, I have multiple accounts, multiple browsers, multiple machines, and so on. Some stuff is just out there for everyone to see, log, analyze or whatever, whereas other things are at least hopefully kept more private with technical and social means. I have one throwaway e-mail account for the world to see where I register contacts that require an address but to which I have zero allegiance, another account for work contacts, another for acquaintances, another for close family and friends, etc. If I were a dissident or had something really sensitive to communicate, I would use end-to-end encryption on a locked-down OS, on disposable hardware, with networking ninjitsu, the whole shebang. The same thoughts go out as before, but they are filtered through tiers of privacy.
People bemoan these sorts of developments, and it is less convenient to be sure, but I don't see it as necessarily a cumbersome or unnatural thing. Even in the physical world, we all filter what we say and alter our appearance depending on the context we're in. William Jones may be "Mr. Jones" in public, "Bill" to his coworkers, "Daddy" at home, "Billy" to his mother, maybe "Mr. X" to his drug dealer or in his church confession box.
Here's the thing, though: Google knows more about Bill than his coworkers, more than his children, more than his mother, more than his priest. That does give me pause. The Tek crew also goes back and forth about Google--I think the general consensus is that they've got a ton of data on all of us, but that they haven't egregiously abused that data so far. These days, I worry less about government than corporate surveillance.
Another funny thing is that most of this has been done in the name of saving us money. Facebook, Google services, Windows 10--these all cost us nothing, so we pay with our data and have to play these privacy games. I, for one, would be willing to pay to get the privacy back. I'm not a rich person by any standard, but if I could pay a small fee ($10 USD?) a month to go back to that "one account, one browser, one machine" model while keeping my privacy, I would. What if Google or someone else could offer to give us full access to a robust suite of services for a monthly fee that would guarantee privacy? I wonder if that could work.