Proxy servers are useful because outbound traffic directed through them appears to come from that server instead of your machine simply because the server makes the request on your behalf and passes it back to the client.
They are also extreamly useful in corporate environments whereby you want to control traffic going out of your business, simply specify on your firewall only to allow web traffic from the proxy server and bingo you can monitor/log/cache all internet requests on a per user basis.
On the DNS front Anonymous servers dont exists as such because if you werent able to query the name server you would never be able to resolve the address. hiding Whois information on the other hand is something entirely different.
As per Microsoft there are several ways to threaten the security of DNS.
• Footprinting. The process by which DNS zone data, including DNS domain names, computer names, and Internet Protocol (IP) addresses for sensitive network resources, is obtained by an attacker. An attacker commonly begins an attack by using this DNS data to diagram, or "footprint," a network. DNS domain names and computer names usually indicate the function or location of a domain or computer to help users remember and identify domains and computers more easily. An attacker takes advantage of this same DNS naming principle to learn the function or location of domains and computers in the network.
• Denial-of-service attack. A scenario in which an attacker attempts to deny the availability of network services by flooding one or more DNS servers in the network with recursive queries. As a DNS server is flooded with queries, its CPU usage eventually reaches its maximum, and the DNS Server service becomes unavailable. Without a fully operating DNS server on the network, network services that use DNS are unavailable to network users.
• Data modification. An attempt by an attacker that has footprinted a network by using DNS to use valid IP addresses in IP packets that the attacker has created. This gives these packets the appearance of coming from a valid IP address in the network. This process is commonly called IP "spoofing." With a valid IP address — that is, an IP address within the IP address range of a subnet — the attacker can gain access to the network and destroy data or conduct other attacks.
• Redirection. A scenario in which an attacker is able to redirect queries for DNS names to servers that are under the control of the attacker. One method of redirection involves an attempt to pollute the DNS cache of a DNS server with erroneous DNS data that may direct future queries to servers that are under the control of the attacker. For example, if a query is made originally for sales.wingtiptoys.com and a referral answer provides a record for a domain name that the attacker has outside the wingtiptoys.com domain, the DNS server uses the cached data for the attacker's domain to resolve a query for that name. Redirection can occur whenever an attacker has writable access to DNS data, for example, in a scenario that includes dynamic updates that are not secure.