You can access the best free proxy sites via a browser. The majority of free proxies are available on Chrome, although many also work on Firefox, Opera, Edge, and Safari.
However, keep in mind that a proxy only encrypts the browser's web traffic. The rest of your device won't be protected — so if you regularly use apps or programs outside the browser, you might want to consider a VPN. The best VPNs have dedicated apps for Windows, Mac, Android, iOS, Apple TV, Android TV, Amazon Fire Stick, and even Linux.