Update: So, scratch all that. Steve Kondik took to G+ today to say that CM will return the opt-out option and will not require users to share data. Though it's with a heavy heart, it seems. Expressing some exasperation, he had this to say on the matter:
It's incredibly frustrating that a handful of incredibly vocal users are ready to "fork" over the issue. News flash: there are already a hundred forks of CM... In the end though, we should respect everyone's wishes here.
CyanogenMod is one of the most popular Android ROMs as far as anyone can tell. It's actually hard to know for sure. When users install the software, they have the option to disable stat collection in the name of privacy. This has caused a bit of a headache for the CyanogenMod team, so Cyanogen himself has made an "executive decision" to remove the opt out. As expected, some folks are up in arms over the change.
Cyanogen (AKA Steve Kondik) explains the data is totally anonymous, and it's just about having better analytics. The developers behind CyanogenMod work hard and give the ROM away for free, so maybe letting them know how many people are using CM is a reasonable request. However, there is always the possibility that the data is not as anonymous at the end of the day as we expect. This tends to venture into tinfoil hat territory, though. Perhaps there is some infinitesimally small chance this data could be used for evil, but Cyanogen doesn't think so.
If this stat tracking does make you uneasy, there are more ROMs to choose from. Although, you might want to remove all the Google services from your phone, seeing as Mountain View is gathering orders of magnitude more data about the way you use the device.