There are normally a lot of ways to achieve most things in Linux. At a push Apache's httpd can be used as a proxy (I wouldn't recommend trying that though, it's proxy features are designed as a reverse proxy for hosting)
What is it that you are trying to achieve?
Different proxy packages may be better at different things, and there are a number of reasons for installing a proxy. Without more detail you may not get much help as the answers are likely to depend on the details.