I keep unique Personally Identifying Information off the tubes.
Things like gender, age group and interests I leave relatively public, because even with data mining and metrics, you would be very hard-pressed to actually isolate who I am.
(nevermind that the real me is frankly rather boring)
So in doing so, I do not overtly "lie" as I withhold part of the truth.
(it helps if you don't use personal social sites any of the "MyTwitBook" or similar fare, but for most this is an unacceptable cost for anonymity online)