After US politicians decided to sell their citizens' privacy to the highest bidder, two specific searches spiked in search engines: one for VPNs and the other for Tor. Accessing the Tor network on a single computer isn't complicated, but if the goal is to extend that anonymity to all devices on a local network, you need to set up a hotspot first—and the Raspberry Pi 3 is perfect for that role.
The privacy situation in the US
What's happening across the pond regarding privacy is strictly domestic. The main connectivity providers there are known for actions and behaviors that border on criminal, but there are consumer groups, non-profit associations, and certain politicians who have decided to fight back.
Minnesota and Illinois voted in record time laws that maintain restrictions on the sale of personal information, and more states are expected to follow the same path soon. Now, the truth is that nothing prevents other countries from making a similar decision. If the nefarious lobbying places enough bills in legislators' pockets, the average user could be exposed overnight.
The simplest way to protect yourself is with a VPN, but they cost money. The other option is the Tor network.
Building the Tor hotspot
If you want to browse using the Tor network right now, all you have to do is download its software from the official Tor Project website and make some adjustments to your daily sessions. However, the Tor network can be deployed in such a way that our entire local traffic passes through it. The process isn't extremely complicated, though it is tedious, and it requires additional hardware. The most recommended option is a Raspberry Pi 3, but any computer with wireless connectivity capable of running Raspbian, Debian, or Ubuntu should work. The first step is to install all the software on the Raspberry Pi 3 and turn it into a hotspot. The original Lifehacker article has all the commands and the rest of the instructions.
If you decide to do this, you should know that browsing through Tor has its price, and it is speed. Tor access is slow by nature, and there's not much you can do on your end to fix that. Its priority is privacy and anonymity, everything else can wait.