Microsoft’s adCenter Labs has information about and demos of “behavioral targeting system”, i.e. systems that allow you to predict what users are based on what they have done.
I found the demographics prediction demo particularly interesting. It allows to “predict a customer’s age, gender, and other demographic information according to [...] search queries and webpage views”. Try it here, all you need it to type a URL or keyword. I tried with URLs:
Cocomment.com seems to be searched mostly by male below 18 (23.46% of users below 18 years old, vs 9.8% in the general population) while this blog is “18 to 24 oriented”.
MySpace.com gives some interesting results shown below:

I wouldn’t take this data for truth but it is interesting (and a bit scary of course) to see what advertisers are trying to do with all the data they are gathering on us.