It really is sad that this is a legitimate question. With each day bringing a new revelation about the National Security Agency's data collection activities, such as yesterday's that the NSA was spying on the United Nations, it really does seem that there is no end to this rabbit hole (red pill or blue pill? How much do clothes cost in the Matrix? Is any of this real? Ahhh!).
The only safe assumption is this: the NSA has copies of everything you do, and everything you say, especially when those activities are conducted online. If you do have something to hide, need to protect clients, or you simply value your privacy, would you then be tempted to store your data offshore, with a bunch of pirates?