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Some companies are better than others. The EFF has an annual list of "Who has your Back" that lays out how major companies deal with government data request, including legal actions and lobbying efforts. I make it a point to consider this, and I think everyone else should if they have any interest in privacy and data security.
I don't think about it because if I did, I couldn't use the Internet. According to Electronic Frontier Foundation laywer Matt Zimmerman, “So far no one has really stood up for their users” among large Internet service providers."
Zimmerman told Bloomberg News that since the year 2000, the U.S. government has issued 300,000 National Security Letters to communications companies demanding private user data, with only four or five recipients challenging the letters (as Google did recently).