Yes! only a few shared hoster accept proxies, and they're very limited. Host proxy on the dedicated server would be a must. for personal use just find a free one
most host out there dont like proxies because they are bandwidth bugs... they eat the bandwidth all up.
managemybox.com might be a good choice but i have tested their email support and the reply is not that friendly and it's not written in a professional way
my advise: first find some free php sup hosts see if you could have the traffic or not then go for a dedicated server with SSL support then you would have the right traffic (as i said with SSL support , in this way you wouth have higher hits and lower bandwidth usage ) try it , i have designed more that 300 web proxies since now
Proxy's will get you booted from a shared host - not because of bandwidth, but because they need a lot of CPU. Go dedicated and get a server - check out layeredtech you can get a server from around $70. 1 days effort in building the proxy's and promoting them will get you that back in 5-10 days. There is no shortcut if you get into proxys - you have to invest some $$ to make it.