Mac OS X only: Recent developments like Firesheep making unsecured wireless networks even more unsafe. Free app Sidestep makes staying safe easy: it just sits in your menu bar, rerouting all your traffic whenever you're connected to an open wireless network.
The only thing you need for Sidestep to work is a proxy server through which to route your traffic. That sounds scary, but it's actually quite simple — we've already shown you how to set up your own using your home computer (which is a two-click process if you're a Mac user), and you can also roll your own proxy server with the Google App Engine if you don't have an extra always-on PC. Once you have your server up, it's just a matter of throwing in the server's information into Sidestep and forgetting about it.
Sidestep runs in your menu bar and checks if you're on a secured network or not. If you are, it does nothing. But if you're on an open, unsecured network, it will automatically reroute your traffic through your chosen proxy server, thus saving you from security risks like Firesheep. It's a really neat app, and a nice way to automate the process of keeping your computer secure at all times.