Is a proxy server a good idea for anonymous web access?

I'm new to the use of proxy servers and I need to understand more about this as a tool. I want to be able to use services that do geo-targeting based on one's IP address but I want some privacy. I get far too much spam (thousands per day!). I want it known that I am in a certain geographic area. I'm not trying to do something sneaky or suspicious like some might, maybe choose to use proxy servers. Is that how proxy servers are viewed? Is that the general consensus about using this for privacy? Access this or that site that you otherwise could not access? That's not my aim. Just some privacy. How do I get started?