Security and privacy:

When you surf the Internet, web sites collect and record usage information about your computer such as your IP address, browser type, operating system you are using, web pages last visited, etc. This information automatically comes from your browser to identify you and track your browsing habits and activities.
IP address (Internet Protocol address) is your internet identification number. Everyone has an IP address to communicate on the Internet, in other words it’s like a telephone number or mailing address. Using your IP it is possible to know your country, city, internet provider and even physical address. Hackers and identity thieves can use this information to steal personal information, spy upon you or cause damage to your PC. It is possible to restrict accessing any information or provide customized content to specific IP.

Anonymous proxy servers hide your IP address saving you from vulnerabilities concerned with it. So you can safely surf the web and your information will never be used by hackers and spammers.
Sometimes you may encounter problems while accessing to web server when server administrator restricted access from your IP or even from wide IP range (for example restricting access from certain countries or geographical regions). You can try to access those pages using an anonymous proxy server.

Speed improvement:

Proxy servers accumulate and save files that are most often requested by thousands of Internet users in a special database, called cache. Therefore, proxy servers are able to increase the speed of your connection to the Internet. The cache of a proxy server may already contain information you need by the time of your request, making it possible for the proxy to deliver it immediately.