If you find yourself in need of a proxy connection often, you could rent an unmetered US-based Linux VPS and run your own Squid proxy. Costs ~$15USD per month. I personally use TurboVPS - but there are many alternatives out there. Since it appears you're in Germany, you will want a server that is physically housed on the East Coast of the US to get the best ping to the server.
After you get it setup, manually enter the proxy server details into your web browser or use a firefox plugin like FoxyProxy to easily switch between normal and proxied browsing. FoxyProxy will also help you setup filters and whitelists to automatically use the proxy for the sites you specify.
With your own proxy you can participate in certain Google beta campaigns
that are only available to US-based IPs like Google Music and Google
Voice. And you can do your US-based online shopping without being
discriminated against for accessing a vendor's site from a foreign IP.
The added benefit of renting the linux VPS is you get your own linux server to play with - with full root access. You can host your own website using Apache, or have your own ftp server. The possibilities and chances for learning are almost endless and it should be a rewarding experience.