If I give you an address, even if it's a new one, and I someday use that address in a transaction without a mixer, you can follow the grouped inputs to estimate my bitcoin holdings etc. as bitcoin gets wider uses you can probably with little effort figure out what my spending habits are where I'm spending money etc.
People who worry about that can always use addresses as a kind of throw-away payment reference and never use it twice, although it's a little cumbersome to do so. Change Addresses will become more common as clients develop, so that will help in that regard. If you're willing to put the effort in, there are certainly ways to make transactions difficult to track. People are working on things like Darkcoin and Darkwallet, so the fact that it's a priority for some very determined individuals means that any breakthroughs in aid of privacy will find their way into circulation soon enough.
Exactly, but to use your example of Dark Wallet.
This shows that we are currently Default transparency, optional privacy.
I personally would like to see mass adoption of features of Dark Wallet at the protocol level of Bitcoin. Optional 100% transparency, but default high privacy.
Even without darkwallet you can pretty easily hide your identity if you simply never reuse an address and if you receive a 2nd payment to an address to simply use a mixer to mix your coins to your "current" address.