In a way the answer is yes and no. If anyone says there are none then they are not aware of the complex legal issues with data collection and privacy across the World.
In simple terms you need to be very aware of these legal constraints and how you handle users data.
Assuming you are fully appraised of the law (maybe you need one of Nalpeirons whitepapers one the topic?) then you can then decide how and when you can collect various forms of data and how you handle data protection, opt-in and opt-out policies etc.
Nalpeiron offers the ability to collect both anonymous and user-registered data, where you can segment who is doing what or have totally "clean" data depending on the circumstances.
In order to respect user privacy and to stay clear legally you need to set some internal rules and standards and then you can use the powerful features in NSA to apply those policies.
Nalpeiron has invented some clever ways to block user data from ever getting to our servers in the cases (like Switzerland and Germany) where the law is especially difficult - we also have a multi-tier privacy system where you can block certain Countries or regions and collect no data at all, or collect anonymous data (with opt-in rules) or collect named user data where you have been given permission by the user (e.g. in a private beta, it's your own staff etc).
All of this complexity is made easy by Nalpeiron within our powerful dashboards.
Please see our extensive whitepaper on this topic: http://www.nalpeiron.com/white-papers-and-podcasts.html