Why would you come here to ask questions about EPS? They have their own site which explains quite nicely what the advantages of using a program like this are.
Code:
http://www.eliteproxyswitcher.com/index.php
Proxies that are generally considered "dangerous" are those belonging to governments, which would include agencies like FBI, CIA, military, police, etc. Surely you get the picture and no further explanation is needed?
I've responded to your question about Planetlab/CoDeeN proxies in your other post.