Also, if your friend gives someone else information about you, do you expect that you should be able to control it? I'm pretty sure many of the details of my life appear in other people's emails, voicemails, journals, etc. that will never have a "forget me" button.
I'm mainly suggesting that there are lots of ways to improve this situation, from market forces to legislation, and it's sad to see people wasting time on things that won't work.
And since they're buying data from non-internet data brokers such as credit card companies, retailers that track you in their stores, etc., blocking the trackers and avoiding the websites doesn't actually stop the spying.
To stop them from spying on you pretty much requires that you stop engaging in large swaths of real-world society.
You can't really control what your friends are telling them about you though.
Personally, I've just about opted out of the entire internet except for work, email, and a few web sites that I read regularly. The flotsam is just too thick to be worth the bother.