Wikipedia is probably one of the most popular and accurate wikis about anything and everything out there - sort of like the 'hitchhikers guide to the galaxy' but it's also got some good technical definitions in there, often including links to other sites where you can get related software and tools. For example, here's a page on internet proxies. Quite a nice summary of all the different types/uses of internet proxies, I thought.
This included a link to this handy page which tells you what proxy you're behind. This is useful if you're at work and you want to know your external IP address and whether your proxy is an anonymous proxy or not.
The reason I went there, is I'm thinking of setting up my own anonmyous proxy at home, that I can connect to to hide my browsing traffic because I'm not sure I trust the squares at work and I disslike the idea of them being able to see my personal stuff going over their network (so what if it's your network? It's my data!). If I get my backside in gear and get it done, I'll do a quick how-to post about it later.