LTTP. Yes, most free internet proxy sites are most certainly not to be trusted. Especially for any secure traffic. A proxy is basically being the middle-man for your traffic, and therefore can generally see it all in the clear.
TOR is a bit more secure in that one server is not supposed to be proxying all of your traffic, many servers are supposed to be relaying different bits. It's also supposed to be difficult to trace because of this as well.
There are other methods that are difficult for firewalls and other things to detect, like
proxying through an SSH tunnel which I can verify works rather well (just not for the product my company makes, along with TOR and the others).
You can even be really sneaky and hide your traffic in ping or DNS. Though if your admin is watchful, seeing gigabytes of traffic as ping or DNS from one IP address should raise questions.