All three change your exit IP, but the cost, reputation and resistance to correlation are completely different. Proxies split into two kinds: datacenter proxies (IDC IPs — cheap and fast, but their ASN ranges are publicly known to be non-residential and treated as inherently high-risk) and residential proxies (exit through a real consumer broadband line, so they look like an ordinary person at home — highest purity, but expensive and sometimes unstable). Residential further splits into 'static ISP' (one fixed residential line for the long term) and 'rotating pools' (a new IP per request). Rotating pools get recycled constantly: if someone burned a service on an IP yesterday, you inherit its bad reputation today — this is the root cause of 'the same service worked yesterday and is blocked today.'
A VPN is essentially 'global encryption + a new exit.' Its advantage is system-level: it captures all traffic rather than just one app like a browser proxy. But most commercial VPNs still exit from datacenter IPs, with thousands of users sharing one exit. At the protocol level WireGuard / OpenVPN are harder to fingerprint and throttle than legacy PPTP / L2TP — but it's the exit IP's type and reputation, not the protocol, that gets you blocked. The other VPN hazard is the disconnect moment: without a kill switch, your real IP runs naked over a direct connection for the few seconds the tunnel is down.
Tor is three-hop onion routing with the strongest theoretical anonymity (the entry can't see your destination, the exit can't see your origin), ideal when the goal is 'not being linked to your identity.' But it has two fatal realities: (1) the exit-node list is fully public (the Tor Project publishes it), so virtually every risk engine blacklists the whole table outright — meaning Tor for ChatGPT / account sign-up / payments almost always fails; (2) it's slow and exit nodes can be maliciously sniffed. Bottom line: Tor is for anonymous browsing and censorship circumvention, not for anything that needs a 'clean commercial identity.'