I wouldn't say I am paranoid, but I am cautious and skeptical (some people say pessimistic but this is not accurate as I can be very optimistic under the right circumstances). About 30 years ago when I started working I had a lot of interaction with marketing people even though I am not in marketing myself. Having interactions with them I started to get a good idea of how they would do things to try and manipulate people into purchasing their products, one of which you mentioned by associating hot people and good times with their products. As for subliminal messages, I don't know how many people remember when Pepsi came out with cans that looked like they just had scroll art on them but if you sat one on top of the other and lined them up just right you could see the word SEX spelled out in the scroll work. So this has been going on for a long time, although the method of delivery may change from time to time. What I did start to notice though was it just wasn't companies trying to sell products, but it would be people trying to get elected, or governments trying to get people to agree with their ideas. It was being used everywhere. Thus my healthy skepticism that I have now, it grew because of what I saw over many years. Funny story is marketing people stopped asking my opinion on marketing campaigns because I would see through them and pick them apart. Usually the conversation would end with the marketing people saying I wasn't the target market and walking away.
Now the question is how to try and protect yourself. Well, some of the things I have done is use fake names, email addresses not connected to me, untraceable phone numbers, etc etc. Give out as little about you as possible to people asking, I don't use facebook and give out my life story online. As you mentioned about not giving your email to purchase something at a store, I actually told the person once I don't have a phone when they asked for my phone number, and my phone was in my hand when I said it. At one time I was given a work phone that had belonged to another employee who had been let go, the phone was still registered in that persons name so I used it to help me set up some accounts as they always asked for a phone number to text you the access code to set up your account. Soon after I gave up the work phone so it is unlikely anyone would ever know I had that phone as it was many years ago and has since been given to someone else and the person who issued it to me is long gone from that company. Now if someone really wanted to track me down, I'm sure there are some smart people out there who could do it, but the time and resources they would use doing it just wouldn't be worth it. I don't really do anything that would cause someone to go to that effort to track me down. I know the IP address I use most would be the natural starting point, but hey that can also be spoofed.