I am looking into starting a proxy site, but have not done this before.

1. What should I be looking for with a hosting service? What special server configurations are important?

2. Which scripts are the most popular or most commonly used?

3. Are there any potential major pitfalls that I need to be aware of? I am sure there are some.

4. Which countries abuse proxies the most? I see some articles about blocking traffic from China, Taiwan, Hong Kong, Saudi Arabia, Iran and Nigeria. Are there any other countries that need to be blocked?