Trilight Zone

[digital8]

When chatting on IRC, ICQ, AIM (etc..), do not give out personal information about yourself, where you live, work, etc.
Do not use your primary email address (the one your ISP gave you) anywhere except to family members, close friends or trusted people. Instead create for yourself a web-based email account such as yahoo, hotmail, dynamitemail, mail.com, etc. and use this e-mail address to signing up for services, when in the need to give your mail to download something, or to publish on your homepage.

When signing up for services on the web, don't give your real information like address, phone number and such unless you really need to do so. This is the kind of information that information gathering companies like to get, so that they can sell out and fill your mailbox with spam.

Use an anonymous proxy to surf the web. This makes sure your ip doesn't get stored on the webserver logs. (Webservers log every GET request made, together with date, hour, and IP. This is where the proxy comes in. They get the ip from the proxy, not yours)
Use a bouncer to connect to IRC networks, in case you don't trust the administrators, or the other users. A bouncer is a program that sits on a permanently connected machine that allows you to connect there, and from there to the irc server, just like a proxy works for webservers.
Use anonymous remailers to send out your e-mails.
Cryptography can also help you by making sure the material you send out the web, like by email, etc, is cyphered, not allowing anyone that doesn't have your key to read it (in key-based cryptography). Programs like PGP (pretty good privacy) are toolkits with all you need to cypher and uncypher your stuff.
Delete traces of your work with the computer including history files, cache or backup files.