Do those "hide your ip address" programs really work because i am thinking about buying one and i just wanted to know if anyone else has used any of these programs

I'm not sure, as I've never used those types of programs. You can use a router to assign a PRIVATE ip address to your computer, which makes it a bit harder for you to be "tracked" using your ip address, or if you're worried about hackers or something you can run a firewall program to make sure all the ports on your computer are being monitored for intrusions. Your ip address does a "hacker" no good if they are blocked by your firewall.

Most of them have a proxy list from which you can choose the proxy you want. Ip Hider for example les you test the proxy in advanced and has a trial version also.

Your anonymity depends on what you are doing. If you are harassing someone or posting stupid answers on answerbag, those programs will do fine for you. If you have become 'important' online, then you are out of luck. It depends what you are doing and what the burden of proof is. Say you sent death threats to someone and later they were killed. This may be important enough for them to get a warrant and check the records for the anonymous proxy you were using (these hide-your-ip-addresses are required to keep records) and then check with your isp as to who was using that ip at that time. However, if you used something like tor you'd probably be ok, or went through enough proxies and crap that it was just too much effort to find your ip. Now, in that case, it would still be possible to figure out if it was you... there are still various types of fingerprints you'd leave (your browser, for one, is likely unique as far as its settings go with options and plugins and installed fonts, there are trillions of possible setups for a browser). This fingerprint, however, unlike a human fingerprint, could possibly be duplicated. Therefore it is not proof beyond a reasonable doubt. It does nothing for the police, but an agency working to a different burden (ie just investigating online postings) may very well connect those to you and you could be SOL. Bottom line is if you really need to be anonymous, you're not smart enough to do it.