I know for fact that agencies check social media.
Two stories;
Harper was coming to my college to give a speech to PC supporters, when my friend found out she posted to Facebook that she was going to head up to the college on the day and spit on Harper. The day before Harper showed up, 2 plain cloths and a uniformed RCMP showed up at her door and told her that she wasn't allowed to go within x many meters of the college that day due to her threat against the Prime Minister.
Buddy was selling weed on twitter, watched who his followers were and thought he was really smart about it. A guy asked for a delivery of an Oz and when the buddy showed up, it was a sting and he got popped. They said that there was a complaint so they launched an investigation and that he was stupid for using social media, it was the first place they checked.
#Canada