Proxy Server Capabilities?

Hello guys,

Where can you host a web proxy server that will be making a lot of HTTP POST and GET requests for over 2,000 users simultaneously (web surfers)? Is this even possible? Or will it be so slow and unusable? How about 10,000 users simultaneously?

I really want to learn about web proxy server capabilities and performance but have no idea where to start and my searches come up empty.

Thank you dearly