If you are using Firefox you can use "tor" it is a very nice tool. And yes proxies are for some time, they expire after some time so you always search for fresh proxies, their are some tools(i just don't remember the name though) that can be used to check if the proxies are alive or not, so you can use them to check the proxies first. And as i previously mentioned proxies slow down the speed, and SOCKS proxies are a little better then other.