There are some currencies that focus heavily on the privacy aspect. The ones that come to mind are Monero, Dash and Zcash. They each tackle the problem in different ways, but ultimately they all have the goal of disallowing anyone from seeing the sender, receiver, or amount of a given transaction.
These protocols are also, last I checked, looking to enable normally sent transactions along their blockchain as well, but it's still their main focus to preserve your ability to be the only one fully aware of your actions.
I think these are all necessary, and it seems like IOTA also has some means of maintaining privacy, but I'm not sure how heavily anonymous The Tangle keeps its users. I wouldn't be surprised to see one or two coins experiment soon with a privacy-focused coin using a tangle instead of a blockchain, should IOTA gain steam.
We'll just have to see.
RE: With the crypto hype, where is the actual crypto?