While it's "scary" to discover it, in reality it's no more info that you haven't personally volunteered. Public records, phone listing records, housing data, ect. Just some of it you might not have known was public, but was. They're not spying on your house or anything, photos of your house are often easily found through Google by searching the address.
It's also why I do not use facebook, twitter, blogs, or any of the other "social network" sites that sites like this scour for data. There's automated programs that "fetch" all the data fields from facebook accounts when possible and automatically tally them to the name. People create these programs, then sell the mass amounts of collected and aggregated data to these sites, which then sell it again to you.
While it's unnerving, it's no more info than someone could obtain by searching around a bit. Also why you need to be very careful about putting personal data anywhere on the internet. All it takes is someone with access to your "private" account to innocently re-post it somewhere publicly, and BAM, it's out there forever.