How do you make whatever you post on any website private or invisible to certain people?

[JG]

I hate to say, but in the past I've been on a few sites (boards, forums, chat rooms, etc.) in which others stalked me and tried to use whatever I posted on other sites against me- they stuck thier nose in my business and tried to make what I did on other sites their business. That's an invasion of my privacy. That's one of the things I don't like about social media sites- FB, Myspace, Twitter, etc, and I think if you're going to use social media you should make whatever you post there invisible or private so that only your friends can see what you post there- you don't know who is reading your posts. How do you make whatever you post on any site invisible or private so that not everyone can see your posts? Please help.