Anonymity of Proxy

These proxy servers do not hide a fact that a proxy is used, however they replace your IP with its own:
REMOTE_ADDR = proxy IP
HTTP_VIA = proxy IP
HTTP_X_FORWARDED_FOR = proxy IP

These proxies are the most widespread among other anonymous proxy servers.

Distorting Proxies

As well as simple anonymous proxy servers these proxies do not hide the fact that a proxy server is used. However a client?s IP address (your IP address) is replaced with another (arbitrary, random) IP:

REMOTE_ADDR = proxy IP
HTTP_VIA = proxy IP
HTTP_X_FORWARDED_FOR = random IP address
High Anonymity Proxies

These proxy servers are also called "high anonymity proxy". In contrast to other types of anonymity proxy servers they hide a fact of using a proxy:

REMOTE_ADDR = proxy IP
HTTP_VIA = not determined
HTTP_X_FORWARDED_FOR = not determined

That means that values of variables are the same as if proxy is not used, with the exception of one very important thing ? proxy IP is used instead of your IP address.
Summary

Depending on purposes there are transparent and anonymity proxies. However, remember, using proxy servers you hide only your IP from a web-server, but other information (about browser configuration) is accessible!