I had a genetic test with 23andMe, because I find that stuff interesting even if it's of no use to me and I also wanted to know if I was at risk of any genetic diseases in my future. I try to operate on the principle that it's always better to know stuff and be able to plan for it than just live in blissful ignorance. I wasn't disappointed on the whole, there is some interesting stuff in the reports they give you, and there are a bunch of sites online that you can plug your raw genetic data into and access a wealth of more speculative information based on more recent research.
I never really worried about them sharing my genetic information other companies. Fortunately I live in a part of the world with a slightly more rational health system not based on the barbaric and unjust practice of health insurance which essentially denies critical treatments to people just because they are poor - and I like to hope that as a species we are moving towards a brighter future where every government will realise that such systems are archaic and unjust. Also, your genetic information is pretty hard to keep secret - if you've ever given a sample of blood or another bodily fluid, for example, then that organisation if they wanted to could obtain and record your genetic information. Chances are they wouldn't however because currently while it is not exactly an expensive process, it does require specialist equipment, and our understanding of our genetic code is not currently at the level that it's very likely any company would decide the cost of secretly recording the genetic profile of everyone they could would justify the cost savings in overcharging people for health insurance or certain treatments based on a vaguely increased likelihood of them developing some kind of disease... it's far cheaper to just employ people to find reasons to deny people essential treatments based on vague assertions that they hid some piece of relevant information... like they already do.
My final point would be that I think we all have to accept that ultimately we will live in a society where mass surveillance is the norm and the concept of privacy has changed significantly from our ideas about privacy today, and I like to hope that at the point that every surface in every major city on Earth is covered in smart sensors monitoring every aspect of the surrounding environment for spoken commands, potential dangers, or just for data collation for some other reason, we will have evolved culturally as a species to the point that, for example, we won't try to police people's lives in some of the insane and unjust ways that we do today (ahem, War on Drugs, prime example as ever).
That being the case, the idea that a private company has my genetic data is pretty low on my list of concerns. Of course, I could be wrong, we could be moving blindly towards a techno-dystopia where such mass surveillance is used to imprison people for saying something critical about the government and my genetic data is used as a reason to hunt down and slaughter any descendants I may or may not have... but right now I don't think that's too likely, and in any case the risk to me right now that my genetic data can be misused in any way, I think, is very very low.
