The notes and bookmarks are uploaded to Amazon, but I think it's more for backup purposes than for tracking. Various log files also can be uploaded to Amazon, probably for debugging problems (similar Windows error reports). Though I still think it would be nice of Amazon if Kindle requested a confirmation from the user before sending the logs.
Here's an example of the "todo list" for my Kindle. Note the two "SND" items.
Code:
<?xml version="1.0" encoding="UTF-8" ?>
<response>
<total_count>6</total_count>
<next_pull_time>20080124 16:17:30</next_pull_time>
<items>
<item priority="0" type="CMND" action="SND" key="1199422466841:LOGFILE_MESSAGES_LONG" is_incremental="false" sequence="0">CustomerService</item>
<item priority="0" type="CMND" action="SND" key="1199422466841:611" is_incremental="false" sequence="0">CustomerService</item>
<item priority="0" type="EBSP" action="GET" key="B000WDV7TS" is_incremental="false" sequence="0">Chemoton Theory: Theory of Living Systems (Mathematical and Computational Chemistry)</item>
<item priority="5" type="NAMS" action="GET" key="Register" is_incremental="false" sequence="0" />
<item priority="5" type="PSNL" action="GET" key="ThankYouLetter" is_incremental="false" sequence="0">Thank You Letter</item>
</items>
</response>