That depends or what are you going to do ...
For high anonymity you should use a VPN, cause if you will use a VPN the connection between your machine and VPN server is encrypted and your ISP is unable to trace you, they will only see in their logs a encrypted connection between your PC and the VPN server, they are unable to view what site do you visit or what are you doing on the web ...
If you are using a proxy the ISP can track you down ...
Like ive told you, depends on what you need them ...
Be more explicit and maybe we will be able to help you ...