There are several service providers out there that allow a user to circumvent firewalls or anonymize their web access.
Some of them use proxies, some use VPNs. Most people say that VPNs usually work better than proxies. They are also generally more expensive.
For example, a proxy will grant an international user access to Pandora.com, but not Hulu.com. A VPN will work for both.
How does a proxy work differently than a VPN and why does that make a difference?