I'm in the United States and I really don't think what I do is any of my ISP's business. No, I'm not doing anything illegal, I would just rather they not be watching everything.
I tried TOR a few years ago, but as I recall, it was ridiculously slow, and I got tired of it quickly…it might work as a fallback, though, if a server doesn't accept secure connections.
I have multiple computers, one running OS X Lion, the others running Debian squeeze. Ideally, the solution would work for all of them, let me set exceptions for specific domains, and prompt me once per program per domain when a program tries to establish an insecure connection. I realize that might not be possible, though, so whatever you have is welcome :)