Don't use proxies. They're old school.
Download Firefox and surf through another proxy. That's what I do, it works like a charm.
Only two problems with your theory
1.) you need to disable cookies in your *web browser* first
before configuring it to work with a proxy server.
Also, websites like Public proxy servers from sites like;
They have a disadvantage. They leak *DNS request* so your not as anoymous as you think you are.
Thats why I would recommend TOR
or even (torpark which can run from a usb key)
and download the bundle which consists of Tor & Privoxy & Vidalia bundle: 0.1.1.26 (sig), 0.1.2.12-rc (sig).
Download it, and save it on your system. Next, run it and install it on your system. After you click 'finish' the white privoxy window will display.
Just a little FYI, Tor uses SSL to encrypt all data, and doesn't even leak DNS requests, unlike some proxy servers. As long as it's configured properly and using an appropriate proxy (such as Privoxy, which comes in the bundle).
TOR *cannot offer 100% total anonmity* so If the connection to the website is not secure (e.g https) then the last gateway will be able to see (and potentially sniff) all traffic