My experience with Anonymizer.com is that it does slow down your browsing just because you are "linking" through another server...sometimes it becomes painfully slow. I suppose it depends on the current traffic load.

Anonymizer proxy software, on the other hand, I have never noticed any slow down.

The big question is why you feel the need to use this type of service. Yes, I understand people want to surf without being tracked. I also realize some people think they can perform "questionable" browsing tactics without being tracked, but that's generally not true. Depending on what you are trying to do, there are different processes for protecting your privacy.

AFAIK, Anonymizer.com doesn't keep records (I don't know for sure)....but that is still no guarantee that you can't be traced.

With proxy software, you still have to go through your ISP..and that can be traced also.