With a Proxy or VPN service, it's a question of "What do I want to do with it?".
If you're checking your accounts while traveling, use a secure VPN. You're just asking for trouble. (And you better have a good way to lock down your Laptop as well)
For Home Usage, it's more of an issue of proper Computer Security measures for your Trading setup. Which is a nice way of saying: only use it for trading AND DON'T SURF PORN ON THAT COMPUTER.
If you've got a pretty complex setup, I'd recommend 2 internet connections. One dedicated to your trading desk and the other for everything else.
Though a VPN could actually improve latency, even with the security stacks, depending on your ISP and the routes. This is known as "you really shouldn't use Comcast, it just goes badly".