Maybe fear isn't the right reaction. We have almost no privacy, and the world isn't ending. Many of us goto work or school, just as before we were so heavily surveiled.
Also, who makes money off us being afraid of not having privacy?
The already linked Panopticon shows that a lack of privacy can lead to severe mental problems.
The Stasi subdued an entire country via surveillance and that before the internet, before CCTV and before everyone voluntarily carried a microphone in their pocket.
Watching The Lives of Others (Das Leben der Anderen) had a profound impact on me. I was aware of ECHELON, Carnivore, DCS, Wm. Binney, etc. before Snowden, but since Snowden/Greenwald, it really became visceral. It's been a rough ride for me, and many people I know.