For cross platform functionality and the non-Microsoft-shackled, there's Gnu Privacy Guard,
http://www.gnupg.org/Oh, and The Onion Router
http://www.torproject.org/GPG is like the "security" envelopes people use to thwart casual spying. Use it for everything, and they'll never know when it's important.
Keep in mind what Phil Zimmerman said about PGP, back in 1993 when he started it all,
"I used to feel like a flea on the back of a Tyranosaurus Rex. Now I feel like a small yapping dog on the back of a Tyranosaurus Rex."
Many Linux installers now will also automatically install your system in an encrypted partition, which isn't foolproof but then nothing is. Heck, just using Linux will probably confuse the Powers That Be enough to give them ulcers, which is about all us yapping dogs can expect to do.