Highly anonymous proxies sound like they are a really secure way of browsing the web. In fact they really should be but alas all too often they are exactly the opposite. Before I tell you a why people make huge mistakes using anonymous proxies perhaps I should tell you a little bit about what they actually are.
You've probably often used a proxy maybe not at home but certainly at work, college or school. A proxy server is a computer that exists to send and receive web requests, when at work your request for a web page is sent to this server which sends out for the page and delivers it back to your browser. There are lots of benefits, the proxy server can cache copies of popular pages to speed up surfing, requests for pages can be monitored so that unsuitable content can be monitored or blocked mainly it gives the employer or school control over who surfs what through a particular connection.
For those who would like to keep their web surfing private from all the people trying to look at it from hackers, identity thieves to our concerned governments - anonymous proxies offer to possibility of privacy. Because it is the actual server which requests the web page and forwards it back to you then the only record in the logs of the web server you visit is the IP address of the proxy server.
Anonymous proxies go one step further and do not send the X-Forwarded-For header which would normally contain your IP address so there is no record at all of your IP address on the web server. But wait there's more the definition of a highly anonymous proxy is probably a little less certain but it is usually referred to anonymous proxies that can handle https sites (the secure ones) or even masks it's identity slightly by sending fake information.
Anyway although an anonymous proxy can hide your identity to some extent there are in fact some huge drawbacks.
Many free anonymous proxies on the internet are in fact hacked or infected servers designed to either spy or install viruses anyone who uses them. Often the owner of the server will be completely unaware of the fact it is being used as a proxy
Anonymous proxies can be extremely slow as you are sending your request to the server first which forwards it on to the web page. Using many proxies on the web can be extremely painful to use with multimedia taking forever to load!
Although your identity will be shielded from the web server you visit all your details are in the logs of the proxy server and your ISP
The vast majority of your web traffic is in clear text which can be intercepted at many stages of its journey by anyone with the desire to spy on you
Believe me this list above could go and on, using an ordinary anonymous proxy will not keep your data safe from most people and at the worse case scenario it could be delivering it to a server owned by an Eastern European Hacker group. Combined with the majority of governments now insisting that ISPs keep all your web logs, emails sent etc for two years your web surfing will be pretty much open to anyone who wants, how many identity thieves get a job doing the backups in your local ISP I wonder. Well they can can copy my backup logs all they like because mine are protected and encrypted by a military grade cipher used by the US to protect their secure data!