Not sure which is the best forum for this but it's more a privacy issue than a tech one: There have been a pile of stories recently about retailers, and no doubt others, tracking people via the WiFi on their electronic leashes. Pretty much every mobile WiFi device uses active scanning where it broadcasts continuous probe requests, which makes them very easily traceable.

 
For Android devices, a simple countermeasure is to geofence your WiFi usage, so only turn WiFi on when you're at a location where you'll be using it. The app I use for this is WiFi Automatic by j4velin (be aware that there are several others under the same name), which has various options for selectively enabling WiFi, including a geofence one where it's only turned on when you're near an AP that you're actually using. With both Bluetooth and WiFi off it means only the government is left tracking you (via cellular data) rather than absolutely anyone who feels like it.

This probably extends battery life a bit as well since you're not constantly broadcasting probe requests when not connected.