Protecting privacy on Apple devices
Your question may be considered as too broad or primarily opinion-based, and because of that could be closed. Protecting privacy can mean so many things to different people, but since your question specifically talks about internet privacy and ISPs, I will attempt a factually based generic answer that will give you what you need.

The most obvious way to protect your internet privacy is to disguise your IP address (and therefore a whole heap of other information about you, including your browsing habits). And the best way to do this is to use a VPN service.

A VPN (Virtual Private Network) is totally legal (although some people use them for illegal purposes).

You can use your search engine of choice to research VPNs and decide whether this is for you and, if so, which one best suits you in terms of location, price, your needs, etc). 

For example, if you're a heavy torrent user, some VPNs won't be suitable. Likewise, if you're trying to bypass geolocation restrictions to access media content, some VPNs will work for that and others won't. Regardless of the VPN they will provide instructions on how to use them for each of your devices. 

On the other hand, if all you're concerned about is masking your internet usage on Apple Macs, iPhones and iPads, you can just use software such as Tunnelbear. 

Regardless of the option you pick, a VPN basically disguises your location by making your IP address appear as though you are in another location (usually another country). And because all traffic is routed via the VPN, it doesn't matter whether you're just browsing the web, playing a game, or using any other app that sends/receives data online. All that traffic is routed via the VPN.

Note: If you intend to use an Apple TV you will need to connect it to another device that is routing all traffic through the VPN, as an Apple TV won't connect directly to a VPN.