Proxies can be useful. If you don't want a website having your ip address, use a proxy. This can be useful for surfing dodgy "hacking" sites, like the Russian site that got posted a few days back. Proxies provide anonymity at a website, but not between here and there, which goes to ByTe's point about trust.

I've got friends who use Tor. They like the perceived anonymity. When I need a proxy, I just manually set it in Firefox.

The problem you're going to have is speed, Jonny. It's going to be slower than a straight pipe out on the 'net, like ipig.

Remember: speed kills.