Tails - The Amnesic Incognito Live System - is a live operating system that "aims at preserving your privacy and anonymity." It is a Linux Debian distribution configured to follow several security measures including sending all internet traffic through the Tor network.
These are the steps I followed for setting up Tails. Tails provides a utility for setting up persistence, this utility only works when running a Tails installation created from within Tails using the Tails Installer. After consistently getting an "Operation System Not Found" message on my computer when trying to run the Tails installed by the Tails Installer, some research lead me to find out it was possible to set up persistence manually. This turned out to provide greater flexibility, as now I am able to keep my persistent partition on a USB drive and my Tails installation on a disk.