http://www.apple.com/privacy/
Some details as to what and why they collect data was provided by Apple to Congress last year:
http://markey.house.gov/docs/applemarkeybarton7-12-10.pdf
http://www.eweek.com/c/a/Web-Services-Web-20-and-SOA/Apple-T...
Some additional information as to what's going on is at:
http://alexlevinson.wordpress.com/2011/04/23/3-new-thoughts-...
Note the emphasis in all of this on "non-personal". As somebody else pointed out, Steve Jobs is technically correct in the statement he (supposedly) made.