The use of anonymity-based infrastructures and anonymisers is a plausible solution to mitigate privacy problems on the Internet. Tor (short for The onion router) is a popular low-latency anonymity system that can be installed as an end-user application on a wide range of operating systems to redirect the traffic through a series of anonymising proxy circuits. The construction of these circuits determines both the latency and the anonymity degree of the Tor anonymity system. While some circuit construction strategies lead to delays which are tolerated for activities like Web browsing, they can make the system vulnerable to linking attacks. We evaluate in this paper three classical strategies for the construction of Tor circuits, with respect to their de-anonymisation risk and latency performance. We then develop a new circuit selection algorithm that considerably reduces the success probability of linking attacks while keeping a good degree of performance. We finally conduct experiments on a real-world Tor deployment over PlanetLab. Our experimental results confirm the validity of our strategy and its performance increase for Web browsing.