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This is the only company I know of that is addressing this concern directly:
http://www.mgtci.com/intro/
http://www.mgtci.com/part-1-data-is-increasingly-life-itself -IOT specifically

Luckily, the CEO is John McAfee and the CTO is the white-hat hacker, Eijah! Two solid libertarians! So if you buy their products, you also help put them in a position to restore freedom to the US political system, and then expand it beyond previously-existing levels.

McAfee's brilliant Libertarian Party nomination speech:

Some info on protecting your data using demonsaw, and the digital dead-drop device (3D) --a router that connects only to an anonymized and encrypted "web 2.0"
https://www.youtube.com/results?search_query=demonsaw --more videos on Vimeo, search for Eijah and demonsaw

It is a little tough at the moment, as most of the current generation of IoT devices don't have much security built in or are not easily updated/patchable. For the device you do own, make sure you:

  1. Set the password to something different than the default, preferably a strong password
  2. Check the vendor for patches or updates and apply them
  3. If you are tech savvy, only for seriously advanced users, take a look at the outbound network traffic and see if it correlates to what you expect. Otherwise your device may be under the control of someone else.
  4. Lastly, as you buy internet connected devices in the future, have security in mind when you make your purchase. You are voting with your wallet. Look for reputable companies who are showcasing the security of their intelligent and connected products. Ultimately it protects you.