Proxies are used for a variety of reasons from security issues to a desire to keep surfing anonymous. A proxy basically allows you to surf or connect to a network via an IP address that differs from that assigned to you by your Internet Service Provider. Both Firefox and Internet Explorer have their own proxy interfaces that allows you to configure one but they’re not very advanced.
One of the most useful proxy tools is AnalogX which allows you to share an internet connection with other users on the same network. This is great if you’re working in a small office environment but can’t afford several internet connections. If it’s privacy you’re after then one of the most powerful proxy surfers is Anonoymity 4 Proxy. The program is constantly updated with proxies from around the world although you’ll need some patience because they don’t always work very fast. If you don’t have any luck finding a decent proxy with this program, you should try the aptly named Proxy Vampire which basically sinks its fangs into the internet and “sucks out” available proxies. Note that this is important because not all proxies are public – many are reserved only for users on a specific network.
If you want to setup a proxy as an FTP server or for internal use within your own network or organisation, FTPRush has a proxy wizard for this task or if you’re disatisfied with Firefox’s limited proxy options, FoxyProxy is a simple plugin which adds advanced features to Firefox’s proxy functions. The good thing about this is that if a proxy is being used, a flashing notification appears in your browser toolbar so you’ll always know if the site you are connected to is being delivered by proxy or not.