Tor Browser Bundle (64-Bit) protects your privacy and defends you against network surveillance and traffic analysis in Windows and Linux. 32-Bit version available here.
It protects you by bouncing your communications around a distributed network of relays run by volunteers all around the world. By doing this, it prevents somebody watching your Internet connection from learning what sites you visit. It also prevents the websites you visit from learning your physical location, and it lets you access sites that are blocked.
The Tor Browser Bundle can run off a USB flash drive, comes with a pre-configured web browser to protect your anonymity, and is self-contained.