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If you are interested in online anonyminity you should check out Tor. It's becoming increasingly more popular outside of the open-source community with ports to Windows and Mac OS X as well as the smartphone market.
Tor uses some interesting techniques to lose your IP address. In addition to Tor, there are other projects: Torbutton, Tor browser, Vidalia and Arm.
Tor is legal in every country. There are no backdoors. Tor is supported by the EFF.
Definately one of the cooler projects to come out this year.