As long as the session is encrypted to the proxy, you're 90% done since most logging at the superficial level is done at your local ISP or maybe NIX
You still leave that trail behind you .... they know you've been using the proxy even if they can't see the data without requesting it from the anonymising service.... therefore a means to track you down still exists.
A proxy service exposes you to security issues for e-commerce/online banking ....man in the middle attack.....
I'm not sure I'd put my faith & fate in the Swedes' when it comes to internet privacy.
Think you'll find it's not only Sweden .... you can probably also forget privacy in the US and the UK to start with. Oh, and various countries in an Easterly direction too of course.
