The website itself
The avatar parameters are stored in cookies and sessions. That's about all that's saved, because
it's all I need.
I mean, at some point in the future, I might introduce a registration system so people can (gasp) save their avatars to their user account, but don't hold your breath.
The ads and stats
Avatars In Pixels uses Google Analytics for statistics (because I'm curious), and Google
Adsense for ads (because I like money).
Both collect information and have policies that you can probably find through googling, like: