How would you like this quantified? They were certainly not uncommon. The Ottoman Empire used the Barbary states as a proxy against the dominance of the major European powers naval supremacy in the mediterranean, the British used the Arab Revolt as a proxy against the Ottoman Empire in WW1, the British also used Bourbon Spain and Spanish irregulars as a proxy to weaken Napoleons hold over Spain in the Peninsular War. France, England, Germany and the US have all used proxies to varying degrees in many wars, either to weaken an enemy without declaring war outright, as a useful tool during an already existing war or as a tool to weaken the enemy's allies without dragging them into a war outright.
Historically, proxies have not always been other nations but sometimes things like irregulars, pirates, political movements and so on. It all comes down to how you define a proxy war but it was certainly not uncommon. The Byzantines used proxies in a lot of situations, both as a foreign policy tool and occasioanlly as a domestic tool (the involvment of Vladimir the Great in the troubles of Basil II comes to mind). France and England both used privateers/pirates extensively to attack merchantment in important theaters during several wars and so on.
If you want a few book recommendations I like:
Making Sense of Proxy Wars: States, Surrogates & the Use of Force -Michael Innes
My Enemy's Enemy: Proxy Warfare in International Politics - Geraint Hughes