I think 'Hidemyass' is one of the best proxy sites.
Often I have the same problem. Many proxies don't work for me. But please try it again and again. The proxies with the highest speed and connection work often very well. But it is also important that you choose a proxy of your country or a country which isn't too far away from you.
For example: I am from Germany and mostly proxies from China don't work for me. Then I choose some from France or Spain or...
Of course you can use the programmes without a proxy. But if you want to use them on different accounts then use some different ones, please. I think the risk to get frozen with a proxy is as high as you don't use one. But if you use free proxies the chance that someone else also use your one is high.. But until now I had no problemes with problemes when I use the programmes the right way.
I hope you understand me.