That depends on what you mean by anonymous. Many sites will know you from the
cookies, so you could just delete all cookies after each session, but they still know
your during that session. If you just mean hide your real IP, then the web proxies
would work fine. Just remember, never trust a proxy with sensitive information.
You could also install your own private web proxy: there is one in perl nph-proxy.cgi
and a few written in php. Put it on your own hosting account and don't tell anyone
so only you use it.
Bompa