I will assume you're talking about using someone else's proxy for your
traffic. Generally speaking, speed is the only consideration I have when
selecting one to use. Proxy-list.org has a frequently updated and pretty
expansive list. Not a bad place to start.

Just keep in mind that using a proxy means that anybody with access to the
proxy server will be able to view any traffic that isn't encrypted on the
client side (GPG is great for this). People run public proxy services for a
variety of reasons, and stealing information is one of them. I don't say
this to raise undue paranoia. Some of them are bad, and it may not be
possible to know which ones with certainty. As long as you aren't sending
sensitive information (passwords, CCN, etc), then it shouldn't be a problem.

Check out proxy-chains. Should be on your BT distro. Strength in numbers.

You might also be interested in Tor. I tend to avoid it though; Applebaum
gives me the creeps. It's by far the most robust anonymizing service I'm
aware of.