My take on this is that free isn' t making any money out of folks who use that methodology so you must suspect they're taking your personal details and selling them. There doesn't seem to be a law against it - Google and Microsoft and dozens of Governments have been doing it for years - so you might consider paying for a connection.
You'll never be completely safe on the Net but an open, free Wi-fi is bound to be suspect - even if it has a MacDonalds arch over it.