What's the best way to set up and use Sock 5 for better privacy? or Is Sock 5 still the most reliable

Sock 5 is definitely faster than VPNs for certain tasks, especially if you're doing stuff like torrenting or gaming. You'll need a client like Proxifier or Shadowsocks to set it up properly.

As for free servers, I wouldn’t trust them—most are either slow or sketchy. Paid options like NordVPN or Private Internet Access offer sock 5 proxies as part of their service. Worth the few bucks imo.