Top ten tips here.
I have a few tips of my own to add:
Get a browser that isn't IE.
Use 'Private Browsing'
If you like Google but don't like their privacy policy use Startpage or DuckDuckGo instead.
Ensure whichever search engine you choose has an option to search via https.
Get an addon like Ghostery to stop tracking cookies.
Feel free to add your own. :)