Socks proxy includes socks5 proxy and socks4 proxy. They are almost same. Socks5 supports UDP (skype needs it) while Socks4 not. In most cases either socks4 or socks5 is OK.
All the socks5/4 proxy supports https and high anonymity naturally, so you can use socks5/4 proxy to access all (http/https) websites such as craigslist, youtube and facebook.
In fact socks5/4 proxy is almighty proxy for all your Internet activities while the ordinary (http) proxy can only be used for surfing. You can use socks5/4 proxy to anonymously send email by SMTP, transfer file by FTP, chat by IM/IRC software and play online game.
Socks Proxy Checker (SPC) can check socks5/4 proxy for the details such as speed, version, country, smtp, udp and whether gateway or dangerous. It can find the best socks5/4 proxy for you. Try it now (~570kb, Windows 98/2K/XP/Vista/Win7), there is no time limit.