You do need to be careful when choosing a proxy server: some common risks can negate any potential benefits:
1. Risk of free proxy server
Using one of the many free proxy services can be very risky, even for one that uses an advertising-based revenue model.
Free usually means they don't spend a lot of money on back-end hardware or encryption. You may see performance issues and potential data security issues. If you find a completely "free" proxy server, be careful. Some of them just want to steal your credit card number.
2. View history
The proxy server stores your raw IP address and Web request information, possibly unencrypted, locally. Be sure to check whether your proxy servers record and store this data -- and what retention or law enforcement cooperation policies they follow.
If you wish to use a proxy server to protect privacy, but the provider simply records and sells your data, you may not receive the expected value of the service.
3. Without encryption
If you use an unencrypted proxy server, it is best not to use one. No encryption means that you send the request in plain text. Anyone listening can easily extract username and password as well as account information. Make sure that any proxy server you use provides full encryption capabilities.
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