Deluge

Almost never. Use a VPN for torrenting. Use a proxy only for unblocking since a proxy will just change your IP so you can access the same app/site from another region (as in, fool or work your way around it.) If unblocking is your only need and there's no real check on you getting around the applica...

I usually try different options just because I have them. For unblocking, I usually use Hola or Zenmate on my Windows but for P2P, I try to use something with encryption like IB or Ivacy. There's a difference between a proxy and a VPN and also some differences among the various purposes you're using...