The people who are "too" cautious about giving out SSN's sometime are the people who have already been victims of identity theft because they weren't cautious enough.
Employees don't have any choice about giving an SSN to an employer. We are not employees and often *do* have a choice. I use my EIN everywhere I can. Some mystery shop companies don't accept EIN's; for those I give my SSN. But I don't like it because I have no way of knowing how they are protecting it, who has access to the data, and whether the MSC is operated by honest people or not.