Actually @traq got me into these little computers. He told me to get a Beaglebone Black… so I did. Now I have a Pi that I play around with because they have a better ecosystem/accessories. Although the Black is DEFINITELY more badass.
You can buy these things either with a pre-installed Linux distro or you can install it yourself.
When you’re trying to have a secure machine that runs Tor or whatever… it’s best to only use that machine when you want to remain anonymous. So… it has to be dedicated to its task of running Tor and/or encryption. Most people can’t afford to have one machine for that… unless it’s a $35 RPI.
Full disclosure: I DON’T use my Pi for any sort of Tor use or torrent download action. I’m working on a project with it. So… I can’t really give you any input on how you might go about using it super securely, as I don’t.