What are some of the underhanded, sneaky, insidious steps that companies are taking to collect more information about you? ~

They don't have to be sneaky anymore. Our state government will give them anything they want.

Smart technology
Loyalty cards 

Where do we start, for the US

Tracking Cookies
Spyware that comes on Apps
Apps installed on your Phone and computer
FB and Google track everything you do and then sell it to advertisers

That is just the tip of the Iceberg

In the EU there are backdoors, however both Google and FB are paying massive fines for using same. 

In short avoid all online quizzes, sponsored web sites, etc