Trouble is that it's kinda a big topic and depends what your requirements are and how far you want to go.
My general advice is;
For Everyday web browsing use tor browser bundle or Whonix
For bittorrent/file sharing, depends how private you want to be and from whom, if you just want to download movies and are not concerned too much if the NSA knows about it then just go for a VPN service. If you need more privacy then i2p has good bittorrent support and a build in torrent client but of course you can only share files with other people on i2p. Retroshare is also a good way to share files with swarming.
For instant messaging and VOIP i recommend jitsi with XMPP/jingle with OTR/ZRTP.
Use PGP whenever possible/appropriate.
check out https://prism-break.org/en/categories/gnu-linux/
there is some good recommendations there and steer clear of non-free software.