Proxies are usually total crap honestly.
Web based proxies are slow. Only CGI proxies work for logins, and they are even slower. And you don't know who is getting your information.
HTTP or Sock proxies are still slow, and generally good ones are few-and-far between, and even then, are just owned by hackers.
The only exception is Tor, which you shouldn't use for P2P or any other heavy traffic.
