Recent strings found in the Weather and Stock applications on the iPhone, and the iPod Touch indicate that Apple is tracking where you are and what stocks you're looking up. Whenever you access the Stock or Weather application the data is sent to an Apple.com URL along with your IMEI (the fingerprint of any GSM cell phone).
Apple could be using the data collected for any number of reasons. Maybe Mr. Jobs just wants to know when you buy or sell Apple stock. Some have suggested that it is a method of tracking the number of unlocked iPhones. Whatever the case maybe, I'm sure it's nothing malicious. So I don't want to hear anyone running around calling Apple "Big Brother," or any of that nonsense.
If it bugs you enough to do something about, there are already many hackers who have found ways to send false IMEI numbers. Although you need a hex-code editor, and it will void your warranty if Apple ever catches your little modification.