Also if you use OpenDNS to improve your standard of privacy, you are not protected by “last mile” dangers but you can boost your security installing DNScrypt on your digital device. DNScrypt “works by encrypting all DNS traffic between the user and OpenDNS, preventing any spying, spoofing or man-in-the-middle attacks”.
DNScrypt “is a protocol that authenticates communications between a DNS client and a DNS resolver” and it “is not a replacement for a VPN, as it only authenticates DNS traffic, and doesn’t prevent “DNS leaks”, or third-party DNS resolvers from logging your activity”.
For this reason you have to be conscious that DNScrpt is just a -very good- improvement of your privacy but not the definitive solution to all your privacy concerns.
DNScrypt is so versatile that you can install it on every kind of device you prefer. In fact it is possible to download DNScrypt for servers, IOS, OSX, Android, Windows and Linux computers (DNScrypt-proxy version). Obviously the installation and setup will vary a little depending the OS you installed on your device.

Image from softpedia.com
Here we are talking about DNScrypt installation on Ubuntu.
For this purpose I suggest to use the Terminal that allows you to install DNScrypt i just 3 steps:
sudo add-apt-repository ppa:anton+/dnscrypt
sudo apt-get update
sudo apt-get install dnscrypt-proxy
Last but not least, you need to interface the Internet traffic of your computer through the DNScrypt-proxy. For this reason you have to Edit your Network Configuration and add the address 127.0.0.2 to the “DNS Servers” line as for the below screenshot:
Now you can start DNScrypt just typing:
sudo dnscrypt-proxy -R opendns -a 127.0.0.2:53 -u okturtles
Where, in my specific case, okturtles is the name of the remote DNS resolver I decided to use. I chose that specific risolver from the list I found into into my computer after DNScrypt-proxy installation:
/usr/share/dnscrypt-proxy/dnscrypt-resolvers.csv
As usual in similar situations, you may want to spend another couple of minutes to configure your computer to start DNScrypt at the computer boot. Open the Session and Startup manager through the desktop Dash and Add this specific command to the Application Autostart menu:
sudo dnscrypt-proxy -R opendns -a 127.0.0.2:53 -u dnscrypt