Concern for privacy when users are surfing on the Web has increased recently. Nowadays, many users are aware that when they are accessing Web sites, these Web sites can track them and create profiles on the elements they access, the advertisements they see, the different links they visit, from which Web sites they come from and to which sites they exit, and so on. In order to maintain user privacy, several techniques, methods and solutions have appeared. In this paper we present an analysis of both these solutions and the main tools that are freely distributed or can be used freely and that implement some of these techniques and methods to preserve privacy when users and surfing on the Internet. This work, unlike previous reviews, shows in a comprehensive way, all the different risks when a user navigates on the Web, the different solutions proposed that finally have being implemented and being used to achieve Web privacy goal. Thus, users can decide which tools to use when they want navigate privately and what kind of risks they are assuming.