Recently I had a couple of instances of programs sending data (copies of some of my config files) out over the net. I consider this very bad form on behalf of the writers, and I want to prevent it happening in future.
One example was a program that had a command line diagnostic utility. When I ran it, it immediately gathered up a bunch of info, not only the program's own config, but the system as well, and uploaded them to a server. Some of those files might have contained data like usernames and passwords.
So, like in Windows, I would like a program that warns me when another program tries to send data, or even initiate communication over the net, without my knowledge. Ideally then I can whitelist only the programs I want to allow to do this, and the rest will be prevented by default.
Edit: I found a web page from 2007 that talks about this here
They mention three programs (Systrace, Tuxguardian and Program Guard) that used to exist, but I suspect cannot be used with the new kernels and distributions like Ubuntu any more.