I assume you already know about TOR, The Onion Router for anonymity to protect your privacy.
TOR is a network so it can only work if there are nodes (relays). If you have a server, you can run one so consider it. Afraid of legal issues? You do not need to run an exit node, a relay is just fine: everything is encrypted.
This post will show you how easy it is to set up a TOR relay on Debian, how to nicely monitor it and how to use it as a transparent router.