Deleting Google Web History

Did you know that Google allows you to delete the web history they have collected?  Each time you do a search with Google on any of its products (ie. Youtube, search, shopping, maps, blogs), it stores it in a history so that it may target you with specific ads.

In a way, I want to leave the history there as if I am going to have ads directed at me one way or another, I'd rather have them be things I am interested in right?

However, if you visit the Google history page, it gives you user friendly ability to delete the history or even "pause" it from being collected.