Lots of people have written many articles on how to use the internet in more or less anonymous fashions. So I suspect that this isn’t going to add anything new but will perhaps add a new slant or at least group things in a different fashion that may make more sense for some people than other articles have.
The obvious first step as many people have said is to make sure that whatever operating system you’re running is kept up to date and that you have a firewall and it’s locked down as much as possible. All of which is well and good and stops people getting directly onto your machine, but if they’ve got that level of interest in you you’ve probably got bigger problems to worry about (or you’re reading this a few years after I wrote it). At the moment the powers that be are mainly concentrating on traffic analysis. That’s what monitoring what web sites you visit and who you email actually is, they’re looking for patterns in the traffic people generate to see who’s talking to who and if there’s more traffic just after or before specific events. So at this stage in the game disguising your traffic is a good thing to do, and that’s where it pays to be generous.