One reason that proxy servers are useful is that they allow you to manage your IP addresses and those of the hosts in a way that allows you to unblock these websites at work.

A proxy server will not be recognized as MySpace, Bebo or Facebook by a work or school computer and therefore the use of proxy servers can allow people to access these websites when they have otherwise been blocked.

In short, proxy servers have many great advantages to them and that is why they are so popular amongst the average person.