According to RMS

Printers can send info about you to the police is this true?

yes, look up your printer here :http://www.eff.org/pages/list-printers-which-do-or-do-not-display-tracking-dots

Obviously if you buy your printer with cash the best they can do is track the store you bought from.

If you're that paranoid use a typewriter, or glue letters to the page.