[EdHominem]

Have a meta-site, like a pluggin, with a shopping cart. You browse other sites such as Amazon, EBay, Anandtech, etc and it creates a registry of things you want.

On the backend it can solicit better offers from other merchants on the same and similar merchandise.

Also, as you note, the customer's data could be sold and (partially) turned into a rebate. Perhaps the site could also tell you which extra data (your gender, age, other purchases, etc) would be the most valuable and you could choose to release these facts.

[jrcii]

You can already do this with Amazon's Add to Wishlist bookmarklet which lets you add any product from any page on the web to an Amazon wishlist.