I feel pretty safe with Avast & Comodo. I have NoScript for FF but I use Opera 90% of the time, which may cut the risk of browser specific attacks somewhat. You're probably as safe at Playboy as Walmart. I think it has more to do with the reputability of the company in question than the business they're in. I feel more privacy impaired if I have to go to FaceBook than anywhere else on the web.

Geolocation can work differently depending on the site. I use Opera's "Turbo" feature that routes requests through their proxy server. Some sites see me as coming from Oslo, others grab the true IP and report cities in Texas  or Louisiana. The stuff people post on social networking sites is more likely to reveal their location (and much more) than anything their browser is revealing.

If you want to stay relatively hidden, you need to use (preferably multiple) anonymous proxies and test them to make sure they really are anonymous. Either that or use only internet cafes while in disguise, wearing latex gloves. Make sure you're not tailed on the way there, switch taxis etc. you know the drill. Or, hire easily silenced minions to check you email, though that is probably a bit much :-) 

"Democracy is a pathetic belief in the collective wisdom of individual ignorance." - H. L. Mencken