Proxies:
A proxy is a sort of "man-in-the-middle" between your computer and the internet. Aside from networking advantages to proxies, they also serve to hide your IP address. While someone having your IP address might not seem too terribly important, certain information can be acquired through it, and the browser you are using.
Anonymizer.com is one of the oldest and best known proxies, but not only requires registration but a usage fee! Proxies have a way of going up and down, so a regularly updated list of free proxies is a good resource to have.
For the intensely paranoid proxies may be 'chained', i.e. one proxy will connect to another and then to another until it connects to host.
Proxies operate on the principle of 'security through obscurity'. A proxy with a handful of users isn't nearly as safe as a proxy with 100 users, and in turn a proxy with 1000 users is safer still.
Proxies are run for different reasons. Some are corporate, others a hobbiest machines, and others (notably WinGates) are unaware. Due to differing policies laws and intents, you should change your proxy service regularly.
One type of proxy you might see is a 'WinGate'. WinGates are proxy servers designed to allow multiple computers to share one internet connectionnot to be annonymizing proxies. They can be used as such only when someone fails to set up their WinGate properly, thus allowing anyone to route their traffic through the proxy. Misconfigured Wingates can be located with scanner programs for Windows or Mac.
Cookies:
Cookies are files generated by certain websites and stored on your computer that track your surfing habits. They denote where you went on the site,
when and for how long. Cookie management software such as Cookie
Cutter 1.0 (Mac), Cookie
Jar (UNIX), or Cookie
Crusher (Windows 95/NT) is a good way to control and remove cookies.
Search Tools
The Internet provides many, many tools for violating your privacy.
Direct marketting firms have compiled huge lists of names and addresses
and put them into free online searches. One company, Database America,
has compiled lists of phone numbers and set up a reverse lookup database
(a database that returns a name and address for a given phone number) on
the Internet. Internet search databases can be powerful tools; anyone who
doubts their potential for digging up detailed information on people should
search for "J Random Surfer" in any of the name/address/telephone
databases below; as well as in Deja
News (which maintains archives of almost all USENET newsgroups); pull
up a map from MapQuest,
too; perhaps a sattelite photo
would be nice too. It seems that we have a rather impressive dossier on
Mr. Surfer, don't we?
If you'd like to know if your name and
information is available through one of these services, search and see.
http://www.555-1212.com
http://www.anywho.com
http://www.four11.com
http://www.switchboard.com
Reverse Directories
http://www.555-1212.com/look_up_number.cfm
http://www.anywho.com/telq.html
http://www.databaseamerica.com
International Directories
http://www.teldir.com/
Opt out. Go to all the online searches you can find and look yourself up. They should all have an option to remove your information.