Sorry if this is a really dumb question, I just noticed thet GRC.com sees my IP address through my proxy. And Sygate.com portscanner does not, it scans the ports of my proxy. Is there a reason for this? Thanks in advance, TRJ

then grc is probably reading the x-forwarded-for headers, or has a lil j/s app on its page to report the final destinations ip.

i know its not a particularly elagant answer, but it may just be that simple, lol. ive seen quite a few sites that is the j/s trick to read the ip from the endpoint, and many more who monitor the x-forwarded-for http header in your request. a truly anonymous proxy (i.e. one thet neither identifies you, or identifies itself as a proxy) can be quite difficult to find, proxies are built to enhance speed, as opposed to promote anonymity.

Also, there is a bug in Java which allows you to be identified. I'm sorry
I don't know the exact technical details. You should disable Java and
Java script in your browser.

I use a service for my email that also provides a lot of Privacy Services.
You might want to check them out > http://www.cotse.net/home.html
They have proxies, ssh tunneling, socks proxies, etc. You can read about
their services. Not only are they very good at what they do, but they're
also inexpensive.

Not directly related, but if we're talking gathering info in a wider sense consider blocking SSL as well. Example: image serving over HTTPS like for instance P4yp*l does.