Is there a way to track someone that is using a proxy and what are some ways you guys conceal yourselves when you're surfing? Please share. Thank you.
Sure, if you're just using an HTTP proxy then everything's still in plain-text so anyone with network control between you and the proxy or destination can possibly see everything.
If you're tunneling over something encrypted like SSH or SSL no one between you and the proxy will be able to intercept the traffic but they can still see the connection. However the connection between the proxy to the destination will likely be unencrypted so it's possible to sniff that. And if your browser is returning information about you like OS, cookie contents, etc that will still be sniffable as well.
There are a lot of small parts to be aware of and each one can give up different parts of information. You can control some of it, but not all of it.
why do you need to "conceal your surfing" unless you are doing something illegal and/or against company policy?
For a corporate environment sure, you should have full policing rights. However for personal usage some of us just like our privacy. "The only people that care have something to hide" is a bullshit answer to any anti-privacy argument.