netmeg - 5:44 pm on May 4, 2012 (gmt 0)
It's not necessarily sites you've been blocked from, but also if you just don't want anyone to be able to trace you from their log files.
I can't imagine you're going to get a ton of legitimate visits from proxy servers such that it's going to make a dent in your income if you don't authorize them. I wouldn't. (Most of the proxy servers I've seen don't display ads anyway)