For those unaware, The Government has an unprecedented amount of reach when it comes to looking through your personal data. Facebook, Twitter, Instagram, and even Snapchat all have access to meta-data that can be used to track you down. I don't mean to feed into the paranoia (okay, maybe just a little), but information about your location and demographic is out there. So aside from supporting groups that support digital rights (like the EFF!) there are a handful of different options to take for protecting your information and digital footprints.
1. For Computers
HTTP stands for Hyper-Text Transfer Protocol, and is the foundation of the internet. When you type in a web-site and press "go," the HTTP at the beginning is saying "We're going to a website and using the HTTP method of going there." (more or less). However, HTTP is not the safest way to go. This is where HTTPS (HTTP+"Secure socket layer") comes in.
With HTTPS, ne'er-do-wells would still be able to see WHICH websites you were using, but what you are doing on the website is hidden. No-one would know if you were looking through that cute guy/girls profile, or be able to see what unmentionables you were buying on Amazon.This is because HTTPS encrypts the data you send and receive, even if the connection is still apparent.
HTTPS is growing to be more popular thanks to the security provided (this is always used by banks and the like), but the extension HTTPS Everywhere is usable to provide that protection no matter what website you are visiting.
Tor stands for "The Onion Router" and is well known in more techy circles as being a basic step towards anonymity on the internet. It isn't unbeatable, but provides a standard level of security. Tor is an internet browser that adds on the extra step of bouncing your connection to a website through several secondary routers (usually 7) in order to confuse any tracking software.The greatest benefit of using Tor is that Geographical data is much much harder to track because there are thousands of these routers around the world, all working to make the connection hard to follow.
The drawback, however, is that running the connection across the globe will cause the connection to slow noticeably, which is not the worst drawback, but if you expect instantaneous connections, you may be disappointed.
As a bonus, the EFF has a friendly graphic showing how these first two methods interact and protect.
A VPN is perhaps the best method of securing privacy on the internet, however it is also the most expensive. A Virtual Private Network (VPN) is just what it sounds like: A private network (like if you have your laptop and desktop connected) is extended across the internet to be connected to another network. If you've ever used a laptop to connect to a company network, that would be a VPN. The benefits are the security of a private network (no unintended or unwanted connections) and the functionality of being directly connected to the server (most websites will react as though they aren't being used by an outside source).
The biggest drawback is price: TOR and HTTPS Everywhere are both free applications, but a VPN is a payed service. Not a particularly expensive one, typically, but the price is something to consider.
VPNs continue to rise in popularity, and there are a multitude to choose from, depending on your needs and price-range. I recommend doing research before dedicating yourself to one.
Other
There are a lot of ways to tweak your browser or computer to have better security. Google Chrome, though the most popular browser, also has a few weak points in its security that may allow your IP address to be seen very easily.
Firefox is perhaps the best browser for privacy, as it is open source (less likely to be manipulated by government/business) and has plenty of add-ons that enhance security and privacy.
Speaking of Add-ons and extensions, there are some that are downright invaluable when it comes to internet safety, for instance: Ublock Origin (Chrome, Firefox) is a good ad-blocker that will block harmful scripts as well (Adblock is a sellout that will let certain ads and scripts through); Script blockers (Chrome, Firefox) will do the same thing but with a wider coverage, unless you mark a website as safe, nothing will be run by your browser if you run these.
Mobile Security
This data encryption app will help your messages and calls stay safe. On their front page, they have quotes people like Edward Snowden, if that helps the decision. This app doesn't require a new number or phone or anything, but will still provide the peace of mind needed for any messages or phonecalls that may have the faintest concern.
Similar applications include Ostel and Silent Circle. It's comforting that for as many are out there to sift through our data, there are just as many working to protect our information.
Signal (Google, Apple) and Tox
These applications (and programs, in the case of Tox) are encrypted chat programs that allow users to communicate without fear of watching eyes. They send messages directly to users, only using the internal servers to check if users are online or have messages waiting. The direct messages are always encrypted, and the format allows users to quickly throw away their accounts/ids. Though there can be some frustration around changing accounts.
Orbot and Onion Browser
Both of these browser applications are essentially Tor for mobile phones. The same complaints and problems with internet speed apply, but if you plan on using your phone for data a lot (I for one, am very thankful for unlimited plans), they may be invaluable.
Tinfoil For Facebook
I have been unable to find a version for Iphones, but this app allows you to browse Facebook without uploading all the location data that can become privacy concerns. This works by loading facebook inside of a dummy browser that will provide fake meta-data to social media. This is great if you are at a protest or the like. Though for outright protection, it may be simplest to delete your Facebook entirely.
If I missed any other important methods or apps, let me know, comment with your favorites or share to save a life!