Visitors coming in using proxies

[jackson582]

Is there any way to determine the home ip for visitors that are visiting the site using a proxy (using a service like anonymizer total net shield which apparently doesnt carry http_x_forwarded_for)? Apparently, the ip of services like this can change from day to day. I was thinking there must be a cookie that could be attached when they visit so you could at least know that they are they are the same visitor, just coming in as a different ip address?