So, would you recommend not consolidating utxo's? Or is there a point when doing so is the best course of action? I generally consolidate about every 6mo just to keep things tidy. I've never really considered the privacy implications of doing so.

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It is a trade off you have to consider when consolidating. Sometimes it's surley better before you end up with to small utxos you can't move in the future when fees could be much higher.