Ah ok, I got it ;)
Yeah, it seems that anonymity is only for specific situations. Most likely
not worth the effort for the way I use the web. But worth it for true
journalism.
In essence, my strategy as a basic user would be to focus on security and
privacy.
So, private browsing/anonymity with Tor for special web queries is enough for
me, though the "persona" idea from lifehacker's page was enlightening,
thanks. At least, more anonymity than without Tor, if I don't screw up.
I'm not sure I really understand the difference between privacy and anonymity
though.
And while I understand the basics of VPN, I have a hard time understanding
its use. Am I supposed to setup a VPN server on my machine and then use it as
a client? Being my own client?