I don't care about your data. I don't want it, and this website doesn't, either. There is, however, some third-party stuff here that does. Luckily, they're responsible for it themselves.
I've got some SoundCloud embeds. Their policies are here and here. There's also a link on the players down in the corner. I don't really know what data they collect but they're good guys so be kind to them.
I'm also running Google Analytics. Their policy is here. They're also decent people but they have been known to muck it up from time to time. Maybe swing a disapproving glare when their backs are turned.