Changing your IP address can give you improved anonymity while online and may be used instead of a VPN, although using a VPN is the overall best way.
By changing your IP address is makes it impossible (or at least very hard!) for your system to be tracked and should be used especially if using public WiFi, but also at home as very often you may have a static IP address from your Internet provider. Windowsreport.com has a great feature which shows how it can be done.
