We've worked with three different providers of such services in the past 4 years. We started with Geobytes. We've since moved to Digital Envoy. At the time we used geobytes, we had to go through a manual process to update our database with their data updates. Digital Envoy provides software to run on a local server that contacts tehir "Master Server" over the (large I) Internet nightly. We have a C library interface and get round-trip times from the server on the order of 600 microseconds, in our Gigabit internal network. The Digital Envoy tech support has been responsive.
In recent months we've also experimented with Quova, which has had somewhat better data in the realm of information about anonymous proxy services.
I can't comment on the prices of the various services, I'm not involved in that end of the business.
With all of them, we've had issues where customers questioned the vailidy of the data. I thank that's going to be true with whatever service you use. It's hard to validate the data.