Learnings Number 1 - Your Own Proxy Site - Server
If you want to set up a proxy site, the first thing you will need is a server. Your proxy will sit on the server and your users will pick up the proxy from that server. There are two basic types 1) VPS (virtual private server) and 2) dedicated (only you are on the server). VPS is where most people tend to start as its cheap and server admin is pretty well non existent. When you gain experience and more sites/traffic the usual thing is to move to a dedicated server. The downside of a VPS is you are sharing with many other proxy owners - so if one gets really busy, your site gets really slow. Bevery careful with checking for - does this provider allow proxies (some do not) what bandwidth are you allowed and what sort of reputation do they enjoy. Check on the webmaster forums.
