If you're doing anything private, such as shopping or banking, or even just logging into your private email account, you should use a service such as https://www.witopia.net/.
I wrote a blog on this.
Excerpt:
Don’t connect to “open” WiFi (any connection that doesn’t require a password, e.g. Starbucks). This is an easy way for people to steal your online identity. Everything you send and receive over such connections can be captured and read by any motivated 12-year old using free downloaded software. (Instructions provided courtesy of YouTube: Search YouTube for “how to steal passwords” and see for yourself.)