Many well written websites can tell when you are using a proxy, and are capable of reading past that proxy back to your own IP. So a proxy doesn't necessarily hide you.
Presumably, since you are that paranoid about security, you don't even allow cookies?
If you are getting hacked, it sounds to me like you have something wrong with your basic setup, like you are actually downloading and installing malware. Either that or you are visiting sites and invoilved in such nefarious activities yourself
Most users will find themselves more than adequately protected, by installing decent antivirus, a firewall, and spyware. Adding a router also helps a lot as most of those include firewalls, provided you don't open loads of ports that increases difficulty of anyone to penetrate you. And of course, don't open emails from sources you don't trust - they inevitably contains something dodgy, and avoid downloads of dodgy torrent type files.