Ip, Proxy, VPN and TOR

I'm pretty new to this and have a few questions regarding these 4.

Can't i just change my ip and clear cookies...on social media(for exemple) will still track my location and can figure it out easily?
Do proxies completely change my ip and location?
is VPN like infinite proxies? What is the difference?
Why can't i just use TOR? (especially in having multiple accounts on social media or doing some nasty stuff with PPL like this, not that I want, but what is stopping me?)

regarding social media you will have to do a little research on flash cookies and how to handle them.
Yes proxies change your location and ip completely but your ISP (Internet Service Provider) can see what are you doing when you are connected, what websites are you visiting etc ...
VPN are not infinite proxies, vpn (virtual private network) can be used to avoid getting your ISP spying on you. With a vpn connection you have an encrypted connection from your computer to a vpn server and after that you are entering into internet, if your isp will try to spy you all they can see its an encrypted connection from your computer to the vpn server.
TOR or any other ips that are shared and abused are not good for social media etc... for social media you need dedicated virgin (unused) ips otherwise you will get your accounts banned immediately.
If you have any other questions dont hesitate to ask

so what's the best choice to go with ?

Hello High Lion!
You have a lot of questions about proxies, I'll share my information about proxies with you.
You can change your location and IP address by using proxies like Zenmate on social media.
Many VPN providers also provide the services of proxies for the people. Its purpose is to gain the the services of different sites and streaming that are not available in your city or country.

If you want to be safer, clear all cookie shared objects and use a different browser.