Is the Google Deskbar tracking any information about me at all?
Yes. The Google Deskbar does collect information about the number of times you use each of its features when the Feedback Statistics option is turned on. By counting uses of specific features, we get an idea of which parts of the Google Deskbar users find most helpful. However, no personal information about you (name, address, phone number, etc.) or your searches is collected. And you can turn tracking off using the Options dialog box.
Also note that Google Deskbar checks once a day to see if a new update is available. This check is recorded by Google and cannot be disabled. In addition to ensuring you always have the latest version of the application, this connection to Google lets us know approximately how many active Google Deskbars are in use.