Consumers are conflicted about the kinds of ads and offers they might want to receive when online. On the one hand, there is concern about their personal identities being exploited, on the other, there is an appreciation of special offers from brands, some of which are directed to them as a result of behavioural advertising tactics. This CMA paper examines the issue from all sides: what the industry is doing to instill confidence in behavioural advertising; where consumers stand on the issue of online privacy; data that reveal how consumers envision online advertising to work in the future, and a case study that explains one organization's approach to its digital advertising, including behavioural targeting to reach and engage new audiences. The bottom line is consumers have options: either tune-in or out of a brand's messaging. Honing the right balance of digital advertising techniques for your brand is the surest way to encourage them to tune-in.