If you use a VPN or a proxy, you have to fully trust them. Trusting third parties is bad opsec.

If you chain regular proxies together, the first proxy knows both who you are and where you're going. This is horrible.

If you use Tor, you're reasonably safe. The main weaknesses of the technology are correlation and fingerprinting.

Correlation:
Your Tor traffic has two weak points - the point of entry, and the point of exit. If you add any additional proxies, each represents an additional weak point.

Fingerprinting:
Anything that deviates from the default Tor Browser behavior makes you stand out. You don't have to use Tor Browser, but you better make sure that whatever you use has the exact same fingerprint.