If you recall the case of the guy who cracked Sarah Palin's e-mail, you'll know that the FBI can track you down.
However, his mistake was posting screencaps of the URL of the proxy he used.
Also, some proxies only mask your IP, not conceal it completely.
A good method for remaining anonymous, is to make sure your ISP uses dynamic IP's, then use a rotating list of proxies.
If you're worried about someone tracing back to your pc and finding you've done something you don't want them knowing about, I suggest only using a browser that is installed on a thumb drive. You should also look into
DBAN.