I never considered not filling it out. What's the point of this type of protest? They really do use the data; i.e., we got new congressional districts, based on the census data.
Maybe I am naive about privacy issues, but I just don't worry about this stuff. For some reason, every few months DH's Amex card is used fraudulently. I think it's because he buys an incredible amount of stuff on line, instead of going to a store, especially things for home maintenance. He just checks his account daily, and if there is a problem Amex takes care of it.
Many, many years ago, before the internet, I went to get a credit report because I was turned down for a small loan from my credit union to finish my masters. It turned out, that they had one of my parents' bills on my credit record. My dad and I have the same first 3 letters of our first names and similar SSNs. That, along with having the same last name did it. Although it took a little screaming from dad to have the credit bureau fix this, it's the only time I've had an issue with identity.