I'm from former soviet country and even I personaly am a bit too young to have experienced full force of soviet surveilance - all this current NSA crap hits quite close to home.
And I do feel that i have more privacy. My governmet is rather to busy trying to shoot itself in the legs repeatedly to implement surveilance of any significant scale.
My online presence probably end's up in NSA hands though. Since it is rather insignificant (i don't use facebook or any other "social" crap) I don't think much of it. It DOES annoy me, don't get me wrong.