Data Collected And Sold By Tech Giants, Are we Powerless Over this?

Today no matter what we do, text, Google something, talk to a friend on FaceBook, post a picture on Pinterest, or maybe send a quick message on Twitter, everything we look at, search for, text or share is collected, categorized, then data is passed to interested parties. Has it always been this way, is there any way to pull back some of this intrusion on our privacy, and what can we do about this?