That's what
https is for. To stop any man in the middle attacks.
http is subject to that.
https://en.wikipedia.org/wiki/Https
Can you be 100% safe, no. Keep the ports on your internet device closed. Run a firewall. Read your logs for suspicious entries. Keep your software updated. Don't bridge devices to the internet like I have seen 100's of home owners talking about on AT&T's forums.
Proxy's can be a problem, depends on who runs them. If you have a https connection to another machine, then they can read the original packet.