Paranoid types will upset at the fact that Apple is tracking the stocks and weather that you watch but in reality you consented to it when your agreed to the iPhone EULA, which states:
When you interact with Apple, we may collect personal information relevant to the situation, such as your name, mailing address, phone number, email address, and contact preferences; your credit card information and information about the Apple products you own, such as their serial numbers and date of purchase; and information relating to a support or service issue.
You did read the iPhone EULA, didn't you?
Update (2007-1120 09:25 ET): According to posts at Docpool and Heise Online (Via Gizmodo) "these IDs are identical in all iPhones... The most plausible explanation: the codes could be just application identifiers."
Uneasy Silence has also updated their post to say: "After 24 hours of being online it’s still not been totally determined that the information being exchanged between you and Apple is anonymous. It seems to now be application identifiers, not an IMEI. Now all we know is that information is being exchanged and we are not sure exactly what.
Tinfoil futures are beginning to tumble...