Disconnect is an app that shows you which apps and websites are tracking you, as well as which insecure connections to avoid. The free version provides you with this information in visual data, while the premium version (which is only 50$ a year) supplies you access to an OpenVPN based virtual private network connection for internet traffic. At least this way you'll know who's making the most of violating your privacy while you make the most of your smartphone usage.
Available in the iTunes store here.