Facebook is one of those "must have" things at the moment. But from a privacy point of view it is getting from bad to worse. It is good to realise that providing real privacy controls is not in the interest of Facebook. Facebook makes its money by selling you out.
To make matters worse, there are all these websites that inform Facebook about your actions. This is done by the Facebook connect.
The good news is that there is an extension for Google Chrome called Facebook disconnect that prevents such data to be send. Currently it is only available for Chrome at the moment, a version for Firefox is expected.