When they first charge a member of the public for downloading a movie from a pirate site and then find them guilty with a fine or punishment, I will then use a VPN. You only need proxy's now, no need to stress. Unless you are taking a picture of yourself downloading a movie with your kok out and sending it to the local police station to piss them off, they don't care, there is nothing they can do. They can't prove you did it, anyone at your home could of done it etc etc etc
I know there a lot of people using VPN but also consider what other types of people have used them for, now and in the past. Federal and State police know all about this and that's a good thing.
https://www.lifehacker.com.au/2017/05/vpns-personal-information-and-metadata-retention/