They sound interchangeable. They're not. What each one hides, what it leaks, and when to reach for which.
Proxy
Forwards a single app's traffic through a server. Doesn't encrypt anything — your ISP still sees what you do. Good for: bypassing a geographic block on one site. Bad for: privacy.
VPN
Encrypts all traffic from your device and routes it through a VPN server. Your ISP sees encrypted noise; the destination sees the VPN's IP. Good for: privacy, security on public Wi-Fi, masking your real IP. The right answer for 95% of people.
Tor
Routes traffic through 3 random volunteer-run relays, each only knowing the previous and next. Maximum anonymity but slow. Good for: high-risk activism, whistleblowing. Bad for: streaming, gaming, banking apps that flag exotic exits.
When to reach for what
Daily privacy: VPN. Hiding from a hostile government: Tor (over VPN if possible). Single-app geo unblock: proxy or VPN with split tunneling.