And the LA Times says the Republicans have the edge:
Both parties gather data on registered voters through public records such as voting history, voting registration rolls, driver's and hunting licenses and responses to issue surveys. Consumer data, often gathered from supermarkets, liquor stores, online book vendors, drugstores and auto dealerships and used increasingly in marketing campaigns, also are finding their way into the voter files kept by both parties...Where a voter lives, what car she drives and what magazines she reads are all used to predict her position on specific issues.
Bourbon drinkers are more likely to be Republicans; gin is a Democratic drink. Military history buffs are likely to be social conservatives. Volvos are preferred by Democrats; Ford and Chevy owners are more likely Republican. Phone customers who have call waiting lean heavily Republican.
What both parties seem to think is that doing this on a centralized basis is the best approach - and when it comes to buying consumer data there is an economy of scale. But when it comes to knowing the turf, the local quirks and organizations and habits, you can't beat going local.