Everyone who surfs the Net is eminently trackable. Internet data packets include not only the actual data being sent, but also headers with routing information that is used to guide the packages to their destinations. Even if you use encryption for extra safety, the routing information -- which cannot be encrypted -- can reveal details about what you're doing, who you're talking to, what services you're connecting to, and what data you're accessing. Intermediaries (authorized or not) can also see that data and learn about you. If you want a higher level of anonymity, TorK can do the job. It uses The Onion Router (Tor) network to provide you with a safer way of browsing.
When it comes to anonymous Web access, Tor is not the only fish in the sea. If you are looking for a lightweight utility that allows you to navigate the Web anonymously, JAP is more user-friendly.
Roelof Temmingh has written a cool new application which provides individuals with the ability to do data mining of publicly available information. It's a cross-platform Java application called Evolution, currently in its second beta, and available as a free download.
UPDATE: Reolof Temmingh has removed the software from the website saying in an announcement "This is due to circumstances outside of my control. I am not sure how long this outage will last, but perhaps it will be permanent...