Two great ways to change IP online are open proxies and virtual private networks. See where they differ, and which is method of anonymous surfing suits you.
There are more than a few ways to change IP online. I've familiarized myself with these techniques within the past few months, as I've started on online business from China. As you can imagine, this is pretty tough from behind the Great Firewall of China. Many sites are blocked, and surprisingly, many tools relegated to online business such as hosting sites, software buying sites, and other types of social networking tools are all banned within the walls of China's Internet censorship blocks. So to keep my business running, I have no choice but to bypass these restrictions with a non-Chinese IP address.
One way that used to work (unfortunately doesn't working in China anymore), and will still work for many countries in The West is to use the anonymous surfing settings on your browser. These settings can be altered in combination with open proxy servers to allow proxy severs to mask your IP address. Though this is not technically "changing" your IP address, it does allow you to bypass many firewalls. Depending on whether you're using paid proxy servers or open proxy servers, you should be careful about what information you provide these servers with. Open proxies have a reputation as being sources of spam, so if you sign into some "unhealthy" proxies, you may be putting you and your data at risk for being stolen.
In China in particular, the number one way to actually change IP online is through a virtual private network. These are designed specifically for businesses, but can be used by individuals nowadays. Originally designed as a way to allow employees on the go to connect to company servers across seas and securely transfer sensitive data, many companies provide this same service to individuals who want a private way to surf the Internet.
By becoming part of a private network of servers, you bypass Internet restrictions of your current network (in my case, China Mobile), and are allowed to surf the net under the laws and conditions of a different network. This means, when I sign into a VPN server in America, my IP address becomes American, and I'm able to surf according to American Internet rules.
