Charon is program for analyzing proxy servers. With Charon you will need to import list of free available proxy and then analyze of their works.
You will then get result with validity, speed etc...
See Charon proxy tools tutorial:
http://www.proxyblind.org/freepublicproxylist.shtml
Disadvantage with open proxy servers is that they are unstable.
Almost similar thing is with JAP and TOR. They are both free programs that you need to install on your pc and both works great but because of many people use it they are both slow.
Depend on what you want you need to make decision.
If you want free then you can use simple open proxy servers, or free programs JAP, TOR or web based proxies (php or cgi).
If you have a little money then i will recommend you GhostSurf or Anonymizer.
Good luck!