I am thinking of starting a proxy site and wanted to know the best script to use..thanks
Try Zelune or PHProxy. CGIProxy has a few extra features, but for most uses the trade off in additional resource consumption is not worth it.
Zelune seems to be the favorite at the moment, with plenty of people I know using it, and me about to start as well.
Try cgi if u have the server with you else use php which is a rocking evergreen

i use phproxy for my sites
New script called glype is defnitely worth a look too!