Don't use a proxy for anonymity. Proxies do not hide your DNS requests (they can be sniffed by your ISP, so even if they can't see your traffic, they can see the websites you want to access).
That's why you should gen a VPN - it encrypts your whole traffic.
While using a VPS will increase your anonymity (your ISP won't know/block your requests, but they can still see you accessing the VPS and the [VPS] providers can still your whole VPS traffic and activity).
Now, if you are looking for an increased anonymity setup you should try the following:
VPS machine > VPN encryption (both for your PC to VPS and VPS to www connection) > Tor/proxy (to add one extra layer of IPs between you and the Internet.
However, the weak link in this setup is the VPS. Your VPS provider can sniff your traffic and activity.