This paper examines whether classic ethical theories can solve the ethical dilemmas associated with user-controlled customization and system-driven personalization of Web sites. Based on the notion that data sensitivity is not a universal concept but comes in different levels of intensity, we conducted an Internet-based survey among consumers to determine their level of data sensitivity and their attitudes towards personalization and customization. Our results have shown that users can be classified into different groups who differ significantly in terms of data sensitivity. Applying ethical theories to personalization and customization has led to conflicting conclusions, but they are in line with the findings from the survey, suggesting that customization is ethically less questionable than personalization.