If its a new proxy I always go for lists and topsites as its instand traffic and a nice backlink.
I have not had much luck on newletters but i hears lots of proxy webmasters get tons.
The best way is good old SEO. I seoed a site recently and it made $100 a DAY as it was rank 1 on 1st page of google for a proxy term

I add my proxy websites in proxy topsites and proxy listing websites. I also send them for newsletter and proxy groups.