How to surf net anonymously?

Have previously asked this question in Newbies but no clear answer.

the general opinion in most tech forums is that there is no really effective anonymous net surfing software available and the only option being
to use expensive commercial proxy servers.

A few threads in recent days claim that the latest Sandboxie is
very effective.

  • Would the experts / users of anonymous surfing software please express
    opinion. and tell of their experiences.