There are various types of proxy servers that are used to surf Internet websites.
Anonymous Proxy Server
An anonymous proxy server can successfully hide your IP address and browse on your behalf. But even though you use an anonymous proxy server, it can be easily found if you are using a proxy server or not by the remote system. Anonymous proxy servers are best when you want to bypass proxy servers and browse blocked websites.
Transparent Proxy Server
Transparent proxy servers does not modify the request or response beyond what is required for proxy authentication and identification. This approach does not hide your IP address and can reveal your actual IP address to remote systems.
Caching proxy server
A caching proxy server keeps local copies of frequently requested resources such as pictures and static files of frequently accessed websites and reduces the upstream bandwidth usage and cost for large organizations. Most ISPs and large businesses deploy a caching proxy to reduce the cost.
Intercepting proxy server
Intercepting proxies are also commonly referred to as "transparent" proxies, or "forced" proxies, presumably because the existence of the proxy is transparent to the user, or the user is forced to use the proxy regardless of local settings.
Reverse proxy server
A reverse proxy is a proxy server that is installed in the neighborhood of one or more web servers. All traffic coming from the Internet and with a destination of one of the web servers goes through the proxy server. The helps in better load balancing, encryption and providing extranet publishing.