I'd say success rate and speed do not have anything to do with VPN or a proxy.
When using private proxies keep in mind that xrumer uses a lot of threads, many proxies will not support that.
Same counts for VPNs but they are often not as limited.
In both cases expect to get your ass kicked pretty early if you really use it.
Cheesecakes suggestion is probably the best if you are not sitting on a 100mbps line yourself. You can easily eat up a few terrabytes of traffic per month, you need a fast uplink for that.
Try get a good VPS for 30-40$, expect to get your ass kicked too but it can last for a while if you are lucky.
A dedicated server will give best performance, maybe one in russia or eastern countries ?