Why CGIProxy?
CGIProxy offers full anonymity, no matter what it is that you do with it (unless the code has been edited to use PHP/MySQL queries); a PHProxy only offers full anonymity when the default options are selected. The reason why is because of cgi is a Client-Side script and handles other scripts well but PHP is not; PHP is a script used to transmit MySQL queries and to manage MySQL databases (or for simple operations, i.e. require).