I currently use Ghostsurf
GhostSurf is designed to protect your personal information from ISPs, websites, other users of your computer, and malicious "spyware" software; in general, GhostSurf addresses each potential source of online privacy abuse. GhostSurf is also a comprehensive suite of ad-blocking tools; GhostSurf can block all types of ads, including pop-up, pop-under and even in-page and banner ads. And GhostSurf's privacy features will protect your identity from being harvested online, potentially reducing the amount of junk e-mail you receive.
_http://www.tenebril.com/products/ghostsurf/
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