Generally spoken, a proxy list is a list of open HTTP/HTTPS/SOCKS proxy servers all on one website. Proxies allow users to make indirect network connections to other computer network services. Proxy lists include the IP addresses of computers hosting open proxy servers, meaning that these proxy servers are available to anyone on the internet. Proxy lists are often divided by the various proxy protocols the servers use, most commonly: Proxy Server Basics
There are 3 types of HTTP proxies:
Fully anonymous (elite) proxies. Such proxies do not change request fields and look like real browser. You real IP is also hidden of course. People that administrating internet servers will think that you are not using any proxies.
Anonymous proxies also do not show a real IP but change the request fields, so it is very easy to detect that proxy while log analyzing. Nothing really matters, but some server administrators restrict the proxy requests.
Transparent proxies (not anonymous, simply HTTP) change the request fields, also they transfer the real IP. Such proxies are not applicable for security and privacy while surfing on the web. You can use them only for network speed improvement.
"Proxy chaining" is using several proxy servers simultaneously. Use the following settings in your browser: http://proxyA:portA/http://proxyB:portB/. Note: you may expect some speed loss in this way.
SOCKS is a protocol that relays TCP sessions at a firewall host to allow application users transparent access across the firewall. Because the protocol is independent of application protocols, it can be (and has been) used for many different services, such as telnet, ftp, finger, whois, gopher, WWW, etc. Access control can be applied at the beginning of each TCP session; thereafter the server simply relays the data between the client and the application server, incurring minimum processing overhead. Since SOCKS never has to know anything about the application protocol, it should also be easy for it to accommodate applications which use encryption to protect their traffic from nosey snoopers. No information about the client is sent to the server – thus there is no need to test the anonymity level of the SOCKS proxies.