Depending on what files you need to encrypt I would most recommend
TrueCrypt since it is platform independent. Most distros ship out of the box with the ability to encrypt the filesystem during install. Another common Linux utility used for encrypting the filesystem is called dm-crypt. I'm pretty sure that's what most of the distros use during install processes (Debian and Ubuntu have an EFS option during install for sure).
NOTE: Please be aware that according to the docs truecrypt currently only supports Windows operating systems for EFS on bootable system partitions. See doc article.
Another user asked me a related question so you may find this thread useful.
http://www.linuxquestions.org/questi...ection-819997/
Truecrypt also creates EFS and to open a truecrypt archive you have to mount it and it behaves like an EFS but stored within a single file. My favorite feature of truecrypt is wrapping encryption algorithms.
AES+TwoFish+Serpent with a
Whirlpool hash cipher is my preferred encryption setup. The archive is first encrypted in Serpent, then the Serpent is encrypted in Twofish, then the Twofish is encrypted in AES as the outermost layer of security. See
this article in the truecrypt docs about it.