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If you are looking at ways of setting up a proxy server, you have two basic choices.  The first is to go with some kind of windows proxy server setup and the second is to take the linux path.  Of these two, setting up a proxy server on a linux configuration is the smarter of the two choices.  The reasons for this are features and pricing.

Linux based proxies are available for free.  That's right.  You can get the software to setup a proxy server on a linux based system for absolutely nothing.  While setting up and configuring the software may be a little harder, many windows based proxy server software is commercial and linux is the only platform that offers you a fully fledged proxy server software package for absolutely nothing.  Saving money on the proxy server software then allows you to put this towards the actual proxy hosting package.

While hosting for a linux based proxy server isn't free, unlike its windows counterpart, it is extremely cheap.  You can get hosting for a linux proxy server for less than $10 per month.  This kind of hosting allows you to setup a proxy server that offers 100% anonymity and is fully cloaked.  This kind of hosting is not only cheap but extremely powerful yet costs almost nothing.

Windows may be popular for home computing, but for anyone setting up a proxy server, linux is the best choice.  You'll get a fully fledged proxy server offering you every feature a windows based proxy can offer, but all at a rock bottom price.

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