I am being watched and it's freaking me out?

There is this guy who I would see every so often around town and at the gym. He seemed like a okay person but he would stare at me a lot and not say anything. This made me nervous. I was recently told via a random message that he was watching me on Facebook through a mutual "friend" which was a cafe. I didn't like this so I took that cafe off my list. Problem solved right? No. He pulled up behind me in traffic with a woman in the car and told her in a loud tone what I did for a living. I was stunned that he essentially proved he was stalking me and was talking about me behind my back. Again, I tried to ignore it until yesterday... I was leaving the gym and a friend of his (person I've seen him around town with) said, "There is Nikki Lynn. I see her car. She's cute but too bad she's such a b***h." I didn't say a word. I have never seen nor spoken to this guy ever before. Funny how he knows my name. And now that I think about it, I am more noticed around town than ever. Please help me! What should I do? And please don't say call the police. They would be of little help. I feel like I should try to play nice and confront this guy but I don't know what to say or even if it's the right thing.