Feel better and maintain your sanity by seeding bad data and overwhelming their algorithms.
Work to add branches to your contact/communication tree. If you only communicate with 20 people in your everyday life, the web of your influence is pretty easy to map.
More connections and pattern breaking makes it harder to use automated heuristics and algorithms to classify you by your connections and activities. Each connection you make connects you with that connection's connections. This compounds exponentially until you are Six Degrees of Kevin Bacon with the entire nation.
Pretend to be a secret agent, whether you are one or not.
Do it for fun and piece of mind, even if you're not hiding anything.
Level: Secret Squirrel
Once a week, for no reason, drive with purpose to some random shop you've never been to before, put on a specific colored hat or wear a specific flower in your breast pocket, purchase a single cheap item, tip a strangely specific amount, say random things to random patrons "John has a long mustache 163893" and go home like nothing happened.
BONUS POINTS: "Lose" a personal item that has a "Please call X if lost" message on it. Make a stronger connection with a random person.
DANGER POINTS: Ask someone if they have the time, when they answer, ask them the same question, louder and slower. No matter how they respond, look freaked out, fast walk/run outside, pull out a notebook you brought with you, set it on fire, and let it burn into a trashcan, then leave immediately.
The Drop Box
Draft messages about things you've never done and people you've never met, than email them through "anonymous" re-mailers to random recipients, post them to random forums, or dump them in random IRC channels with lots of idlers.
BONUS POINTS: Drive across town, get on public wifi, respond to yourself with similar nonsense.
DANGER POINTS: When people ask what you're doing tell them "Allah will reveal all soon enough" or similar.
The Man on the Street
Drive to a popular intersection or onramp, and write a long string of numbers on the curb or a visible wall in chalk (CHALK!). Hundreds of people could see it per day.
BONUS POINTS: Put your message on one of those signs with handles on it, and sign-twirl it to get more attention
DANGER POINTS: Become a nuisance and get the cops called on you so your name and activities appears on the police blotter.
Create a twitter account, and just start tweeting coded messages.
BONUS POINTS: Drive across town, get on an anonymous wifi, create a new twitter account and follow your first account.
DANGER POINTS: "Follow" prominent Muslim figures and make a provocative name or include provocative hashtags. Death2America:"The time has come! 88135-38611-02395-43813-34835 #Jihad #AllahuAckbar #thingsiwishicouldtellmyeightteenyearoldselfeventhoughimlikethirtynowlolkomgbbq"
The Public Handoff
Level: Red flag
Buy tickets to a cheap sporting event, attend, walk around before it starts, buy a soda with your credit card, then leave early and buy something with your credit card across town as proof. Let Big Brother figure out who or if you talked to anyone there.
BONUS POINTS: Go home, wait for game to end, google search the game score, post on facebook how you couldn't believe X happened at the game.
DANGER POINTS: Make eye contact with security, get scared, run.
Level: On a List
Out of the blue, rent a dirt cheap motel room across town, read a book in it, then check out early. A warm body either had to watch your door while you did, or you've just added hundreds of possible connections when this data is reviewed later.
BONUS POINTS: Order four medium pizzas (different toppings) on your credit card, delivered to the room.
DANGER POINTS: Demand the pizzas be halal, make a big deal about this. Make them put it on the receipt.
The Home Grown
Level: Flagged for additional screening
Suddenly develop an intense interest in esoterica, stay up 3am doing google searches for the best industrial solvent to remove high temperature glues, or just wikiwander on wikipedia for hours, pausing for 15-30 minutes between clicks (or just open a ton of new tabs, http is connectionless, and usually there's no way to tell you're actually reading a page now or later).
BONUS POINTS: Google search "how to erase internet history" afterwards.
DANGER POINTS: Look up various explosive chemicals and how to make them using household products. Try not to have any of these products in your house, if you can. Less to explain to the raiding party.
The Pick Up
Level: Don't taze me bro!
Inexplicably go to a bar near your local airport, buy a soda with your credit card, wait one hour, then leave. Wonder what flights you might now be connected to.
BONUS POINTS: Drive to airport pickup, pull over, and yell a name at people waiting for pickups.
DANGER POINTS: Pick up a stranger, give them a ride.
The Long Drive
Level: Plead the fifth
Fill your car up with gas (the more the better), one or two days later, siphon out much of the gas out as you can (into safe containers, or burn/dispose of it if you don't care). Then drive your car to the same station on fumes, and fill it up again. Where the hell did you go to burn up all that gas? Why is there no record of you deviating from your normal pattern?
BONUS POINTS: Return to gas station a day after a fill up, and fill up someone else's car on your credit card.
DANGER POINTS: Actually drive, in the middle of the night, as far as you can toward another state until you get to half a tank, then buy something with your credit card, and drive home.
The House Guest
Level: Rendition SCHMENDITION
A spike in water or electricity usage can indicate one or more people are staying at your house, while a reduction can indicate you are not staying at your house. Let your rain barrels fill up, and use that water to fill the tanks of your toilets manually. Daily monitoring of water usage is pretty unlikely, unless you have a Smart Meter, so doing this off and on, over a month is easy and will drop your water usage noticeably for that period. If you DO have a Smart Meter then do it, 100% for one or two full days, with minimal electricity usage, and let 'em wonder. Or just do the opposite, and run every electronic device in your house for a few hours, flush your toilet twice and take extra long showers. Electricity and water is generally pretty cheap. They'll think you're part of the underground railroad.
BONUS POINTS: Do one of those one hour trips to the airport bar, then follow it up with excessive use of utilities.
DANGER POINTS: Post Craigslist ad opening your home to travelers, have them call a pay-as-you-go cell phone bought with cash. Let random strangers stay at your house for a day or two.