privacy: what tools to use when investigating possibly illegal issues?

I am a web developer who has the task of making a web store for something that is in a legal gray area for my country but not in the country where the client resides. I was wondering what kind of precautions I should take when investigating the subject.

Is a VPN enough or should I also configure a proxy? Do I need to use the tor browser or is that too much?

I'm sorry if this question seems a bit uninformed, I'm very new on security issues.