That depends largely on what you're trying to do. If you're trying to encrypt, say, certain directories, or your entire home directory, check out cfsd:
There's a good implementation of PGP called gpg, for encrypting email and files.
GAIM has a plugin for encrypting traffic over AOL Instant Messenger and similar messaging services, but it only works when the other party has a similar setup.
If you just want you encrypt files on your filesystem so that you need a password to open them, gpg should be able to do that, but it'd probably be easier to use a plain old symmetric cipher based system...is anyone familiar with any tools for doing that?