What's the Best Way to Set Up a Forward Proxy for Secure Browsing? or How Does a Forward Proxy Improv

Speed depends on the server location for both. A forward proxy closer to you might be faster than a VPN halfway across the world.

But yeah, VPNs add encryption, so there’s extra lag. If you’re just after basic anonymity, a proxy works. For actual security, though, VPN is king.

PS: Some ISPs throttle VPN traffic, so YMMV.