Just read: Data Protection & Facebook Like Button for Website Operators. I just played around with the various social buttons (they might still appear on cached pages for a while), but then I thought they will probably report more connections between accounts and page visits - and turned them off for now.
The linked article takes a closer look at the Facebook Like Button, the Google +1 Button should be very similar. The Twitter Button is probably not unproblematic either, at least when the server is queried for the number of tweets - but an unproblematic variant of the Twitter button should be achievable, because that is the simplest case after all.
Well, for now I have turned off the toy again, I still have to think about it. Because on the one hand it is of course interesting to enable visitors with active social networks to easily share in their networks - but what is the price?