I have hear that user's IP addresses and search terms can be shared with Amazon, Facebook, Vimeo and others services , is it true ?
If you mean searching in dash,Yes your searches will be send to canonical servers without warning or explicit approval . But privacy is depends on the perspective, Some people thinks it is a privacy issue,and some people don't. Any way you can optout this feature
Yes it is true; I feel this could not be repeated enough. The searches include mostly your string that you gave in in the Dash. When the Dash couldn't find an answer it gives it out to tirth parties like (commonly known) Amazon. This idea was implemented NOT to spy on you, but just letting the Dash give you always an answer, even when the thing you were searching for is not on your computer.
It's sad this option got green light, but look at it as an extra feature (and don't get to paranoïd about it).
You can easily disable this feature using the Privacy settings:
In 13.04 you should be able to choose to enable some providers while disabling others.