Looking at some of the websites which allows you to search multiple websites, I realized there are three basic problems with them:
This is a problem because most of them are server side scripts. There is no way any of these sites can match up the capability of computing power that Google/Yahoo/A9/Microsoft has. Essentially, if the concept of searching multiple sites pick up, there is no way the serving power of these servers could pick up. On top of that, what is the point of getting your search result delivered through a third party. Essentially, you are ALWAYS increasing your distance (in terms of traffic path) from any of the search servers that you are using. With increased usage, the problem is going to get worse.
Since your search queries are going through this third party server, he is going to know the following things: