There are a couple of paid programs out there. Yet you can easily get a "trial period" for many. Examples of these include Hide my Ass and XROXY. Foxyproxy is supposedly a very good one if you are a firefox user. If you consider yourself a techie, I have heard Tor is a very good proxy program. Yet to be able to choose a country, I believe you have to modify it. If you are using a proxy for only a specific country, I would look into a VPN. Although they cost more, the speed tends to be better or so I hear. I'm just a poor college student so I stick with proxies (got to have my BBC iplayer). I hope this answer helps a little.
Depending on what you are wanting to do however, some options are better than others. I would recommend you look into proxy softwares and VPNs yourself and try to find one that works best for you.