Here are some different types of proxy servers you may come across while searching for a proxy service.
Web or HTTP Proxy
A web proxy allows you to access websites that are on HTTP or HTTPS protocol. However, since these proxies are usually public and free to use, you would find most such proxies blocked or blacklisted. Moreover, a web proxy may help you surf websites but they are bad with handling scripts like Flash and Java.
Unlike the HTTP proxy, a SOCKS proxy is more accommodating in that it allows you to access even those portals that are not on HTTP protocol such as P2P clients, FTP servers, etc. However, SOCKS proxy doesn’t come with encryption and thus it isn’t suitable for accessing sensitive data.