An Uneasysilence.com article has stirred some controversy by pointing out that Apple's Stocks and Weather widgets on the iPhone include the user's IMEI code when making requests to Apple's servers.
The IMEI code a uniquely identifying number for each phone.
Now, the conspiracy theorists suggest that Apple can now track your stock habits, but your own personal opinion on this discovery may vary.
Update: According to new findings, it appears that the iPhone may not actually be transmitting IMEI numbers.