Always unfortunate when a web browser refuses to respect the users' privacy. What Maxthon Ltd is doing ought to be illegal. A word of advice: if you can't access a given browser's source code, you simply can't trust the browser.
Your refusal to accept cookies is good. Unless I'm mistaken, Google's opt-out only promises to stop showing personalized ads. It does not promise to cease the surveillance that is used to "personalize" said ads. In other words, Google is still spying on you. Cookie-based opt-outs be damned, the only way to stop Google from spying on you is to not allow your computer to connect to Google's servers at all (except though anonymization services, such as a VPN or TOR).
I am hesitant to describe what the TOR network uses as a "VPN". The word "VPN" generally implies that all of your traffic is routed, which isn't true when using TOR: only when apps are set to use a Socks 5 proxy, with the IP address of 127.0.0.1, and port 9050, is the network traffic routed. So, if you have the TOR Browser Bundle running, and you have some other browser running at the same time, the other browser will not be anonymized automatically. That's why TOR users frequently use the TOR Browser Bundle, instead of any old browser: the TOR Browser Bundle is pre-configured out-of-the-box to use TOR, so not manual configurations are required. The TOR Brower Bundle is also hardened to prevent various data leaks (such as DNS leaks) and block HTML 5 fingerprinting, so even if you do set Firefox (or whatever browser you use) to use TOR, it's still not as anonymous as the TOR Browser Bundle. (Also, browser addons come with the risk of leaking one's real IP address, so the TOR Browser Bundle disables them.)
That said, the TOR documentation uses terms like "network" and "node". That's what TOR is: a network of relay nodes. Although TOR can accomplish the same end as a VPN (anonymizing traffic and/or circumventing geoblocks), it is simply not a VPN.
PS: Please don't try to use TOR for use peer-to-peer filesharing. Not only does TOR not do well with P2P, but attempts to use P2P over TOR may slow down the entire network for everyone.