To find the proxy to fit your specific needs, a basic understanding of the differences between technologies will help. 

A PHP-Based proxy will allow a user fast internet browsing to popular websites for quick navigation.  Logging on to web mail and networking communities like MySpace and Orkut can get a little tricky.  Depending on the proxy site, you will notice subtle differences that may allow logon capability to some websites.

A CGI-Based proxy will allow you to logon to many popular websites.  Most forums, web mail, online communities, etc. will work great with a CGI proxy.  Due to the more intensive load these create, a CGI proxy will often run somewhat slower.  As with many PHP solutions, you will notice small tweaks and mods that will give functionality to a specific proxy.