The only safe ones are the ones that you are in full control of (such as those you set up from the beginning).
There are many services out there that do provide proxying, and for most people that is sufficient. If you need really high security because you're dealing with private information that has certain legal requirements for protection, you'd probably be much better off with a VPN (such as http://www.openvpn.net/ ) that encrypts all communications that pass through its tunnel, but this isn't the same as a proxy server anymore.
Unfortunately, due to the high amounts of abuse that are perpetrated through proxy servers (and especially open proxy servers), there are also a lot of "honey pots," which are proxy servers set up by administrators who intend on observing all the usage for a variety of purposes (most likely to determine who the abusers are, such as spammers who abuse open proxies). Sometimes these honey pots are even set up by law enforcement. Nobody really knows how many proxy servers are actually honey pots though because the publicizing them may defeat the purpose of operating one.
Rating systems are nice, but I wouldn't trust those either because nobody really knows for sure. Consider the possibility of the RIAA setting up a proxy server (I have no idea if they do this or not) with the intention of collecting information for a decade before launching a whole bunch of lawsuits all at once -- many people will actually foolishly trust such a proxy server if it's been used for a long time without anyone [apparently] getting into trouble as a result.