The word proxy comes from the late middle English of Procuracy which is the position or office of a procurator. A Procurator being an agent representing others in a court of law in countries retaining Roman civil law.
Here's a few examples of some good web proxy sites:
And here is a website that displays a list of the best rated proxies of the year:
Many who use proxies are trying to access blocked sites which can only be accessed using some sort of proxy, the pirate bay has to be the most popular website frequently accessed using proxies, here is a site containing a list of regularly updated pirate bay proxy sites rated by their speed and displaying the location of each sites sever.
If you're looking for a list of other popular sites that can be only be accessed via proxy you can find one here:
If you'd like to find out more about proxy servers and sites here is a video that explains more: