I've been using Tor for the same reason for quite a while now and it has never let me down.
Some More info on Tor HereTor protects you by bouncing your communications around a distributed network of relays run by volunteers all around the world: it prevents somebody watching your Internet connection from learning what sites you visit, and it prevents the sites you visit from learning your physical location. Tor works with many of your existing applications, including web browsers, instant messaging clients, remote login, and other applications based on the TCP protocol.
Download Link : http://www.torproject.org/easy-download.html.en
Well, i don't mean to Hijack Will's thread but since he has brought up this topic, i'd like to provide some more resources