Let's discuss the idea of a do-not-track (DNT) list developed like a do-not-call (DNC, not to be confused with a political party) registry. The DNC registry is a list of phone numbers that telemarketers are forbidden from soliciting. The list is published so telemarketers can self-police (or more bluntly, avoid fines). What if we implemented a do-not-track list in the same way? We'd have to be able to identify every person accurately from within the browser, and compare them to a public list of identities; every web site must be able to identify you to comply. This sounds kind of scary to me. An opt-out-by-list scheme that requires identification of everyone who doesn't want to be tracked.
To be fair, there's a major difference: DNC is about preventing annoyance, DNT is about preserving privacy. But both are opt-out lists.
So lets take a step back and look at the bigger picture. It seems to me that there's a bit of a conflict in opt-out for privacy: somehow, you have to be able to identify the folks who are opt-out-electees. This inherently reduces the subjects' anonymity by either maintaining a list of those who wish to remain anonymous, or tagging people who want to be anonymous with an "I opted out" sign. So you have a choice: keep a list of identities of those who want to be anonymous, or make them self-identify by, say, wearing a big red A on their shirt. (A for "Anonymous" of course.) I guess this makes me lean towards opt-in for things that reduce anonymity since people who agreed to concessions in privacy will be less likely to resist tagging and list-membership.