If you're tired to connecting to dubious proxy servers across the world, here's a solution you might not thought of: Create your own server! Now, all you need is to set up a computer with internet access somewhere far away from were you live and run CCProxy on it! Or you could just install it on your computer and become a proxy for your friends.
CCProxy support web surfing, e-mail, file transfers and anything you can think of doing on the net. It has a cute interface uses very few resources. Nothing more to say about it.