they are designed to hide your IP address and increase your privacy
they randomize the servers they access AND send packets via different paths even on a single request (that is they use the TCP ATM protocol (and that's NOT a teller machine)
the resources they host are most typically pirated copyrighted media
Ok , thank you. I've heard them mentioned in here numerous times but when I saw raspberry pi mentioned, I thought a friend might be able to use it on his tv.