Well I am probably the strange one in this situation as my uses are all legal. I use Proxies a hell of alot in my programming. Since I run this site, I generally do alot of work researching new ways to use Proxies for diferent tasks. I use Proxies to remove the download limitations some sites put in place. I use private Proxies to reroute a large proportion of my traffic because my ISP is somewhat crap and doesnt seem to resolve a number of IP's for large sites. I use them to remove various other site limitations. I use local Proxies so I dont have to pay for bandwidth at work. I use them for IRC.

I use Proxies for an extremely wide variety of things as you can see, none of which break any laws.