Whonix looks to be just the thing for setting up a TOR proxy...all depends on your threat model. The question you want to ask yourself is What are you trying to defend against?>
i would say that there are some pretty secure technologys out there right now tho. and they have been tested to the fullest. tor, moxi marlinspikes signal, tails team, folks over at whonix and qubes. all these techs when implemented and used correctly can really help you stay safe while online. The problem again tho is not everyone is a techy. i no the last time i checked the tails team was working on making tails more user friendly.
quebs and whonix are not user friendly. even took me awile to get used to qubes and their bloody containers.
Edit: Signal -very user friendly. just download and start texting
Comparison of Whonix ™, Tails, Tor Browser Bundle, QubesOS TorVM and corridor. About anonymity, privacy, security, circumvention, attacks, fingerprinting, usability, features, etc.