A great way to improve your privacy is via DNSCrypt which was developed by OpenDNS to turn regular DNS traffic into encrypted DNS traffic that is secure from eavesdropping and man-in-the-middle attacks.
We highly recommend this to those who are serious about privacy and we did consider adding this to our own client but decided against it for the moment lest it add unnecessary complexity for the average user since sometimes DNSCrypt servers go down and it requires some trial and error to see which DNS servers work best for you.
Note that the program does trigger some Antivirus warnings due to it being unrecognised and called a proxy but it is safe.
The best way to use it with Windows is to get DNSCrypt WinClient which adds an easy to use graphical interface. All you have to do is
For other OS, please refer to DNSCrypt website for further details.