Duplicate content penalty is the main thing I can think of.

I don't think the method actually matters You could use get_file_contents too if your host allows it. You haven't exactly explained what you are trying to do. People scrape other sites all the time using these methods. Google for 'duplicate content penalty', or search this forum, if that's what you're asking about. You'll find enough debates about it to last you till Cyber Monday!

Hi,
refer links below

SEO Redirects without mod_rewrite
Scraping websites with PHP cURL under proxy | From Zero To SEO
PHP cURL proxy checker - protect your blackhat anonymity | From Zero To SEO

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