Tails
What is Tails?
Tails (which stands for ‘The Amnesiac Incognito Live System’) is probably the most well-known privacy-focused distro. It can be run from a DVD or USB in Live mode whereby it loads entirely into your system RAM and everything is purged from the system whenever it is powered off. Tails is designed to do an emergency shutdown and erase its data from RAM if the medium where it resides is expelled. The OS can also be used in ‘persistent’ mode where your settings can be stored on an encrypted USB stick.
I have been using Tails since 2013. It is IMHO the best security distribution that is non-persistant (temporary)
All connections are routed through the anonymity network Tor, which conceals your location. The applications in Tails have also been carefully selected to enhance your privacy – for example, there’s the KeePassX password manager and Paperkey, a command line tool used to export OpenPGP secret keys to print on paper.
The distro also ships with a number of desktop applications such as LibreOffice, GIMP, Pidgin, Inkscape, Audacity and Thunderbird. You can also utilize the Synaptic Package Manager to flesh out the Gnome-powered distro. Any packages you choose to install aren’t made available at subsequent reboots, unless you configure persistent storage.
History
Tails was first released on June 23, 2009. It is the next iteration of development on Incognito, a discontinued Gentoo-based Linux distribution. The Tor Project provided financial support for its development in the beginnings of the project. Tails also received funding from the Open Technology Fund, Mozilla, and the Freedom of the Press Foundation.
Laura Poitras, Glenn Greenwald, and Barton Gellman have each said that Tails was an important tool they used in their work with National Security Agency whistleblower Edward Snowden.
Government Interest
In 2014 Das Erste reported that the NSA's XKeyscore surveillance system sets threat definitions for people who search for Tails using a search engine or visit the Tails website. A comment in XKeyscore's source code calls Tails "a comsec [communications security] mechanism advocated by extremists on extremist forums".
In the same year, Der Spiegel published slides from an internal National Security Agency presentation dating to June 2012, in which the NSA deemed Tails on its own as a "major threat" to its mission and in conjunction with other privacy tools as "catastrophic".
Some might consider the US government's attention and interest to this linux distribution a negative. However, I see it as evidence that it is on the right track for privacy advocates and those who cherish freedom. After all, any government that believes it has a right to any aspect of its citizens lives (including privacy) is on the road to totalitarianism.
Installing
You can install Tails to a USB stick from just about any OS.
Go here to see the various installation methods
It is important to note that from release 3.0, Tails requires a 64-bit processor to run.