Depends on your use case, but there is Tails OS if you’re a whistleblower or reporter and afraid of state actors, and Parrot Security OS has a lot of security, privacy features as well being a pentest distro. I ran Parrot OS for a while and it was pretty good. Good things for privacy, use a VPN to mask your IP as well as using privacy proxy search engines. I tend to not trust many of the VPN companies that were being gobbled up with one linked to Israeli intelligence, so I run my own Wireguard server, Pi-Hole/Unbound DNS servers on everything with lots of block lists, and my own Searxng and Whoogle search proxies. And some things I do behind Tor. A state actor can pin me down with my own VPN server which lacks a lot of users, but that’s not my worry and I use it to just mask my home IP and protect me from ISP snooping for normal internet use.