The cross-platform TOR project addresses privacy issues with internet browsing.
http://tor.eff.org/index.html.en Vidalia bundles TOR & Privoxy to secure IP leaks.
http://vidalia-project.net/ This Open-Source install is simple, except for your browser-connection settings, which requires manually setting the Proxy's to: Localhost:8118
I would agree setting up Vidalia, a two-way firewall like ZoneAlarm, disabling browser Scripts, and Active-X on Windows systems --except during "Windows Updates", would help keep on-line transactions private. I only use IE for Updates, so never mess with Active-X.
For those insisting on using Internet Explorer all the time, consider keeping internet shortcuts off My-computer or the Desktop, and permanantly blocking Windows "explorer.exe" from accessing the internet thru your firewall.
A good spyware tool should identify & remove malware set in the Windows start-up process, imbedded as IE helper apps, Host file fixes, and an IE immunize helper that blocks bad internet addresses in real time. I just updated Spybot Search & Destroy, and it found a trojan on my system earlier today.
Perhaps the most important deterrent against ID thieves remains a healthy intolerance toward sharing personal information, using aliases for sweepstakes, warranty's, registrations, etc., and a cross-cutting shredder for any disposed records with account numbers, addresses, or financial data.
