If you use the Internet and don’t live in a dark hole you have probably heard the phrase VPN (virtual private network). Without any attempt to fully explain VPN, it is one of the tools you can use to (partially) protect your privacy / identity on the Internet. Whenever I am using the Internet I am doing so through a VPN.
I use Private Internet Access as it was recommended by a friend and consistently scores high in all reviews / tests. There is a small cost but the added security is, in my opinion, worth the cost.
I also use a secure dns server which adds one more level of security. Paranoia is only a sickness if they are not out to get you.