Targeted advertising - evil surveillance or marketing tool?

Have you ever looked after a product on Amazon and later you see an ad for that product on your Facebook? Or searched online after some things and later you see those things again and again in form of advertising everywhere you go? Well that's targeted advertising, at least a form of it.

Targeted advertising comes in many flavors, some subtle, some annoying and some more obtrusive. I wouldn't go into the direction of conspiracy theory, even if this is the easiest way and the internet is full of that, but I would go more on an analytic view or approach.