I just read this article at http://theweek.com/articles/539748/kaspersky-right-reveal-nsa-secrets about how Kaspersky revealed more of the NSA's tactics. One of them was interesting... the firmware on your hard drives may contain collection sensors implemented by the NSA:

"The Kapersky Lab's disclosure provides a paradigm for pushing back. In a report published Monday, the Russia security software company said it had discovered that a government entity, most likely the NSA, had implanted intelligence collection sensors inside the hard drives of virtually every type of popular computer on earth. The implants they found inside the coding for the firmware itself, akin to manipulating DNA instructions on the molecular level."

Scary indeed!