On the same note, even having picks in some locations may legally be an issue; for example, here's info on laws on a state by state basis in the US: http://toool.us/laws.html

If you're that concerned though, likely best not even to attend conferences that would be selling picks, since it's easy to track where people go and use network analysis to ID the likely intent of that cluster of people, use public info, info leaked by someone else there, etc.

What are you afraid of?

Standard answer to "if you have nothing to hide..."; someone, somewhere, can assume the worst from that information, and sometimes that person is legally empowered to make your life miserable based on their conclusion. So the logical choice is often to take measures to protect your privacy even when it shouldn't be necessary.