FreeNet
http://FreeNetproject.org/
FreeNet is a version of the internet that is totally anonymous and
untrackable. People all over the world use the FreeNet to post
information without worrying that their government will track them
down.
Here is it is described on it's web site:
Freenet is free software which lets you publish and obtain information on the Internet without fear of censorship. To achieve this freedom, the network is entirely decentralized and publishers and consumers of information are anonymous. Without anonymity there can never be true freedom of speech, and without decentralization the network will be vulnerable to attack. Communications by Freenet nodes are encrypted and are "routed-through" other nodes to make it extremely difficult to determine who is requesting the information and what its content is."
TOR
http://www.torproject.org/
TOR is software that will route your internet requests all over the world so that no one can see what you are surfing to. It's useful for getting around censorship in currently oppressed places like China. While it can be a little slow, it is useful if you want to do some private browsing.
CCleaner
http://www.ccleaner.com/
A good tool for clearing your browsing history, among other things. It will erase all traces of web sites you have visited
UltraSurf
http://www.ultrareach.com/
Another tool that will help you surf privately. It is used like TOR, but it is a LOT faster. It encrypts all of it's traffic so that nobody can see where you surf.
The EPIC privacy page
http://epic.org/privacy/tools.html
A great page containing a lot of resources on how to remain private on the internet.