I'm not sure quite what they're using it for, though. I suppose some sites block .gov IP ranges, but you'd think they could easily proxy via some innocuous host provided by a commercial provider.
If you have one of the less common architectures around, consider running a Tor node on it :-) Then we get a mix against random machine-code backdoors too.
Can you go into more detail about what you are saying? I'm sure you could drop a- ADOBE, Active-X, Java, ect- 0-day on a page and pwn said box. You can also send payloads to/from TOR; although there are limited transfer protocols you can use.
The whole point of TOR is to try to anonymize you. It's not going to save you from getting owned.
Someone should start the TorPiDo project :P