If you have an HTC Android phone running Sense UI (Evo 4g, Thunderbolt etc), you might be interested to take a read of this article over at Android Police where they’re got details of an HTC logging app on some Sense UI phones that exposes potentially a substantial amount of info from your phone from it’s system logs.
To see if your phone is affected, look for this app here (using a file browser like Astro): /system/app/HtcLoggers.apk
If you don’t have this app then apparently you’re ok. I checked my stock MyTouch4G that runs Sense UI and I didn’t have it,
It’s worth to spend some time to check the permissions on the apps you already have installed (and definitely when you install new apps) – Permissions Dog is an easy way to do this – good article on Lifehacker here.