Scams, Frauds & Viruses
On this page there's a write-up of a service called MarketScore which tracks your movements on the Internet by becoming an Internet proxy for your browser, if you sign up to it. Now that's maybe something you wouldn't want, but there's more.
As part of the installation they install their own root certificates into your browser and then proxy all your SSL connections!!!
So this means that all your online banking passwords could be intercepted by this company, or if their servers were to be successfully attacked, by the attacker, and I would expect that this kind of company would prove a very tempting target for hackers (why compromise individual PC's when you can get all the traffic passing through a proxy)
Apart from anything else, I would expect that using a services which interrupts the SSL connection to your bank or other service, may violate their Terms of Service (allowing someone else access to your sign-on credentials)