Let me just put this simply, and hopefully it’s good enough.
I do not put cookies on your computer. I do use a stat tracker that tells me things like, what search term you used to find this site, what browser you used to view it, where you are in the world (but not who you are, and not your address- just city/state/country, that sort of thing), or what link you clicked to get here.
Third parties (advertisers), well, it’s their business, but to the best of my knowledge, they don’t do any of that either, except for the cookies. The cookie ONLY tell the third party that you clicked over to them from my website in order to give me credit if you order anything. For example- you click on an Amazon ad on my site. For 24 hours, unless you click on someone else’s Amazon ad in the same time period or clear your cookies, Amazon will give me a percentage of whatever order you place with them. If you simply drop the item in your wishlist instead of your cart, after 24 hours, that cookie will expire and I won’t get a cent.
I can’t promise that my advertisers don’t do any more than that, but I can promise that my advertisers are all legitimate stores.
Currently, I only use Amazon and Alibris. I may in future use some AdSense (Google Advertising), or even accept private advertising (from real live people buying ad space- like another book review blog, or an author trying to spread word about his/her book, or even a huge corporation, but only if I don’t hate them).
Basically- It’s as safe or safer to browse my site as it is to browse pretty much any other site, with the exception of if I get hacked (a known danger for any website) or if advertising somehow gets corrupted (also a known danger, but less likely).