The Amnesic Icognito Live System is a Debian-based USB/CD-bootable system designed to preserve as much anonymity as possible. Tails does this first by routing all Internet communications through Tor and second by avoiding using any permanent data storage on the host machine.
Probably one of the more useful things — other than the distro itself — is Tail’s excellent warning page giving a nice overview of the limitations of Tails, Tor, and a lot of Internet security problems in general. For example, the warning page notes that Tails “…doesn’t make your crappy passwords stronger” and that while Tor does a good job of providing anonymity for what it is, there are certain problems that it was never intended to solve (such as an attack by a global adversary able to monitor all computer traffic in the network).