We're planning to introduce DMS to our customer's Sitecore installation. It's a rather popular site in our country and we have to use proxy caching server (it's Nginx in this case) to make it high-traffic-proof.
However, as far as we know, it's not possible to use all the DMS features with caching proxy enabled - for example personalization of content - if it gets cached it won't be personalized.
Is there a way to make use of all the DMS features with proxy cache turned on? If not, how do you handle this problem for high-traffic sites - is it buying more Content Delivery servers to carry the load, or extending current server with better hardware (RAM, CPU, bandwidth)?
You might try moving away from your proxy caching for some pages, or even all.
@jammykam wrote an excellent answer on this over here.
John West wrote a great blog post on this also, though a bit older.
Good luck!