Whonix is great. I use it all the time in my dayjob. I write a lot of scripts that have to interact with criminal (malware c&c, phishing website, etc) infrastructure, including APT analysis. You don't want to make an opsec fail and/or leak your IP in a situation like this. Instead of doing something fragile and error-prone, like being careful to use a proxy all the time in my code, having a VPN, etc, I just run everything in Whonix and sleep well at night.