Privoxy is an HTTP proxy, meaning that it runs as a 'layer' of sorts between your web browser and the wider Internet. Rather than routing traffic directly through your Internet provider, Privoxy sends what you do on the Internet through a 'proxy server' and allows you to make your web browsing anonymous, to clear away ads, or to change what web pages users on your network can access, for example.
Not So Fast, And Not So Furious
There is one downside to proxy servers: they're an additional step for the things you do on the Internet to take towards their destination. This means that using Prixovy will slow down your web browsing somewhat. In many cases the impact is not large: you can browse Wikipedia and other text-heavy websites just fine. The impact is a bit more visible on websites like YouTube, where you want as much speed as you can get. Still, Privoxy does a good job in our testing of allowing its user to hide what they're doing from third parties, and it provides enough configuration options to use it on an entire multi-user network, too.
A Somewhat Safe Choice
Privoxy does take some time to set up, even with the quickstart guide provided by its creators, and it's not as fast as a VPN might be. Still, if you want to use a proxy server, this is one of the most effective simple solutions out there.