Privacy vs. Security with common software tools.

I've been browsing the "What's your security setup these days" thread, and I've found it pretty interesting since I tend to run a minimum of any protections (Windows Firewall, MSE, etc.)

Since the two topics have different goals, are there any obvious privacy issues when using some of the more commonly mentioned tools in that thread? Norton Suite, Online Armor, Malwarebytes, Prevx, Avira, Avast, etc.

Understandably, many of the programs keep logs of programs you use or have granted access to, and the firewall and DNS additions seem like they could track your online habits.

Sometimes it's hard to tell which pieces of software report data back (for example, I was unaware until recently that all MSE user's have data anonymized and passed back to Microsoft for analysis.)