ebrown's advice is right on. Good browsing, email, and chat/messaging practice, properly configured and deployed security and privacy software, a properly configured browser, and properly configured hardware firewall (such as found even on inexpensive routers) will better protect your security and privacy than will any anonymyzer. As for the one you mentioned, it appears to be an unknown startup with barely a couple months of web presence and an amaturish, ad-laden splashpage that irritated my security/privacy software and touted itself with poor grammar and useage.
Practice
Safe Hex and you'll be far better off than if you rely on somebody else's promisses; your security and privacy are your own responsibility and nobody can take better care of them than you can - and should.