A proxy server is a server (a computer system or an application) that acts as an intermediary for requests from clients seeking resources from other servers. A client connects to the proxy server, requesting some service, such as a file, connection, web page, or other resource available from a different server and the proxy server evaluates the request as a way to simplify and control its complexity.
Firewall is basically meant for network traffic control/filtering mainly at layer-3. It allows/denies packets and connections based on certain pre-defined rules.
IDS- Intrusion Detection System is an application which tries to detect intrusion attempts based on attack signature database it has.
IPS- Intrusion Prevention System detects the intrusion (like IDS) and goes one step ahead to prevent it as well. It simply drops the packet it thinks suspicious (based on rules)
Examples:
proxy – Squid
Firewall- IPTables, CISCO Pix, ZoneAlarm
IDS- SNORT
IPS- IBM Proventia
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