If you're interested in free expression and hate the extensive cyber censorship operated by governments across the world - I would urge you to take a look at the Reporters without Borders website.
The censorship of the Internet by Governments is rife across the planet - many different methods are used for this censorship - legislation and bullying to control ISPs, monitoring cyber cafes and many other monitoring methods.
It's easy for a Government or a Government agency to spy on it's citizens activities on the web - for instance everything they need is on the ISP logs. That's right every web site you visit is logged as clear as day in the logs of your ISP - in Europe they have to be held for up to two years (in case the Governments or agencies need to check out your browsing history).
It's not just the usual suspects who censor the internet - everyone is at it - Governments are scared by free speech and there are many people in jail right now for simply writing articles or blogs with political content. In Cuba you can get 20 years for posting 'counter revolutionary' articles !
Remember that there are many ways for people to track down your activities on the internet - most people only think about their tracks and IP address left on the web server they visit, hence the popularity of anonymous proxies. Although these are useful, especially for accessing sites that your Government have banned, your most obvious list of browsing sits with your ISP which is easy to read in clear text unless you use encrypt your connection as well. Secure Anonymous Browsing is possible but it's much. much more than just using an anonymous proxy !