Pardon my french, but we don't really give a shit about your data :P
Heh, okay, seriously now. The server itself does the usual logging, nothing different from the millions of other webservers out there. The MediaWiki engine keeps track of who saves revisions, either basing on IP addresses or using the nickname, if the user is registered. If you register, you provide your nickname, an e-mail address, and perhaps some details about you on your user page.
If you are but a normal user, chances are we'll never even look at this data. And we don't know anybody who'd buy your data, either. So rest assured, from our side, your data is in no danger. The only situation in which your data becomes important is when you start shit we don't like. Like spamming, hacking, vandalizing and similar things. In that case, we'll use the data we have to ban you, and, in extreme cases, to track you down and sue you.
But if you were not planning to do something like this, then there's no reason why we would ever even look at your data, except if you ask us to, to fix something. Because, frankly, browsing databases to read other people's e-mail addresses doesn't actually sound that interesting.
So stop worrying already and register. The comforts outweigh the minor issue of having your e-mail address saved in some obscure database on the web. Think about the amount of spam you get, and at how many forums you used that address already, and then ask yourself if it really made a difference anymore, even if we sold that address to somebody. It's just an e-mail address. Not your credit card number. :P