Anyone who wants anonymity when browsing the net has probably used TOR at some point. Although anonymity in Tor has been proven to be broken with the help of flash applications or javascript scripts (if memory serves me right) it is still useful to have if you use something like NoScript to block scripts and flash applications.
https://help.ubuntu.com/community/TOR has a good tutorial on getting started on ubuntu which seems to be a pain in the ass, unlike the windows installation.
Have fun!