The best way to keep yourself anonymous is to do some war driving, pick up on an unsecured AP an do your scanning from there. At least it will look like it's coming from someone else and not your IP or proxy address. The other thing about proxy that I found is that it does keep track of your mac address so you would need to spoof that as well. Also in most cases people have anti-spoofing turned on there border routers or firewalls which will enessence will drop your packets..