There are a variety of types of software and even more reasons to browse the web anonymously. This list is by no means exhaustive, but it is probably the most essential list for anonymous surfing advantages. Hopefully you'll find what you're looking for, and maybe find out something you didn't know. For the top three reasons to browse the web anonymously, I've divided them into these three major categories: Security, Privacy, and Unrestricted Internet.

Security

Probably the most boring of the three, but also the most useful is the security feature. If you use a VPN for your anonymous surfing software, you're probably using some kind of encryption technique with it. If you're using a mobile phone, you should be using L2TP/IPSec, and if you're on a laptop or computer then you can use Open VPN/SSL. The combination of the VPN tunneling software plus the 128-bit encryption means you're protected on both ends. The VPN tunneling makes sure that you're invisible on the network you're currently connected to – basically wrapping up your data and secretly sending it to the VPN server you've connected to. Then the data encryption further scrambles and codes the data so that any smarty-pants who thinks he wants to eavesdrop on your conversation won't be able to. Without the proper keys, codes, and certificates, any hacker-wannabe won't know what to do with the data.
This is of course the least likely reason you'll get a VPN, because most of the time people won't get a need to use it. You don't really notice when you're exposed to such threats – like people do not realize to wear a seatbelt in the car. You never really need it until it gets too late. The fact is that millions of Americans fall victim to cyber crime ever year, and there are millions more computers that are labeled 'zombie computers', or secret slaves to hackers, spammers, and other unscrupulous groups/individuals. Most times, this kind of security breach can be prevented by hiding your IP address when you surf the net.

Privacy

Another example of why you should browse the web anonymously, but one that most people won't follow anyway is online privacy. Most people would say something like I do not have any private data to hide, so there is no issue about that. But you never know what you have to hide until the knowledge of hindsight sets in. Do you keep a personal blog and blog about work or your government? Do you send personal emails that you would rather other people not look at? Ok, so maybe you truly are an open book, but everyone else is may be not that open.

One big issue is with regards to health and medical issues. You might have a condition, or even just 'think' you have a condition, and search for help on Google. But what happens when Google makes a record of that? What if you click a few links and end up on medical web pages that leave cookies in your browser? Your internet service provider knows about this. You government can too. Were you searching on your school or work network? You boss and school administrators may know about this too. Consequences could range from embarrassing to devastating.

Of course this is case to case specific. Maybe you're healthy as a horse, but you live in a country where the government takes an 'interest' in activists, i.e. monitors activity online. Not just China does this, and you know your government best. Maybe it’s not the government, but your employer. Whistle blowers are a serious risk for persecution. Some people just think that it's no one’s business what you buy online; just like it’s no one’s business what you buy IRL.

Unrestricted Internet

Though the internet has the reputation of being 'free', and 'unrestricted information', there are actually lots of restrictions placed on what you can and can't do. Sometimes these are put in place by network administrators and can be changed locally. Sometimes they're put there by your ISP because of the region of the country you're in. Sometimes they're placed there by the government, and your country firewall prevents you from accessing foreign websites. It may be that foreign websites are using firewalls to block you.

One famous example of a government blocking access to harmless websites is China blocking Facebook. They also block YouTube, Vimeo, and even Gmail sometimes. They're not the only country, but they are one of the more infamous ones with extensive internet censorship.

Your employer might have blocked websites from your viewing as well. Sure, when you should be working, they have the right to control what you can and can't see. But when you have a coffee break and want to update your Facebook status, it is really none of their business.

And there are many websites that block foreign IP addresses like Netflix and Hulu in The United States of America. BBC iPlayer (and other BBC channels), Channel 4, and Demand 5 are some from The UK. Big Pond in Australia, CBC in Canada, and numerous Indian channels from India all block non-local IP addresses.

Did you know that when you browse the web anonymously you can also choose your IP address through a VPN service. If you want to access websites from other country you can get an IP address just by signing into a VPN server in that country. This means your IP will be local, and you'll be able to access sites from that country just as if you were actually there.