People opt to use proxy due to several purposes namely for security reasons, to filter and censor information, load balancing as well as data caching to decrease the bandwidth demands.
In fact, it is extremely important to use filtering proxies as it helps to single out cookies, ad banners, ActiveX, Java Applets and Javascript. In some instances, certain anonymous proxies help to eliminate you from regular monitoring and observation. You need to learn a little about basic approaches to proxies: