Facebook I think is the most because of connections you are expose to many people that can hack or get the information they needed, they may easily have access to you considering they are open also to many posting, comments etc.
This is scary when our data is owned by the company, because it can be misused. But what else do we have to do because every time we make a transaction such as a home or car loan, the loan company must ask for our personal data. Without that, credit cannot be given. So, for me there is no problem as long as it is not misused.