SOCKS simply is a proxy, but it supports better and safer.
SOCKS are mainly developed by NEC, as well as being put into a standard ITEF Internet, which is defined in RFC (Request for comments). SOCKS mission is a bridge between the first intermediate SOCKS server to the other end of the SOCKS server:
CLIENT --------> IN - SOCKS SERVER - OUT ---------------> SERVER
SOCKS is used primarily in the Proxy server and firewall technology. Using Socks proxy is best solution for internet security and anonymity. Currently available SOCKS4 and SOCKS5. SOCKS5 is the next development should be to available authorize feature, and can use UDP (SOCKS4 use for TCP only).
Many popular applications support SOCKS proxies: Firefox, Google Chrome, Thunderbird, Safari...