All depends on what you're trying to accomplish. Last summer, my board was DOSed by folks using anonymous proxies so I'm kind of paranoid about them. We also have had issues with banned members using Tor to avoid detection when they came back under another account. All that has put me in a mode of actively seeking out proxy addresses rather than waiting for them to crop up.
I think a lot depends on the nature of your board. For my guitar discussion site, I don't see folks overseas having issues reaching us. With the number of intrusion attempts from China, they're certainly not blocking us. I have identified DOD proxies and let those roll. Since my board's big issues are DOS and alter egos, I've gone down a more aggressive path fighting proxies.