If you are one of those people worried about their privacy, here's a dosage of reality. Facebook application developers have ample information about you, the only thing they need is for you to add the app. According to the Facebook Application Programming Interface (API) documentation (http://developers.facebook.com/docs/reference/api/user), the following possibly sensitive information is shared: first name, last name, gender, email (though not direct), "about" blurb, birthday, work history, education, hometown, location, significant other, political & religious views, your profile picture, and who's on your friends list.
Even if you don't add every app that comes your way, your friends might. Via a friends profile, they can find out your name and possibly more.
The photo albums this user has created. Requires the user_photos or friend_photos permission
This means that unless your friends block photo permissions to apps, it is still available to people out there.
Even more information (even the subject lines of your inbox) is available to the applications if your setting allow for it, but the good part is that you get to modify your privacy settings to keep some of your information private. Some people may be comfortable with sharing their information, but others may want to highly consider changing their privacy settings. http://www.facebook.com/#!/settings/?tab=privacy