[Speysider]

1) They are probably logging out of the forum to create new accounts. I would suggest this hack to prevent them doing this: No Logout for Banned Users

3) There is a duplicate account detector that uses cookies, but I'm not sure you can detect duplicate accounts using IP's with it.

4) Don't bother trying to ban proxy IP's.

5) If you keep getting banned members making new accounts, then they are evading your ban, so all you can do is keep banning the accounts, or report them to their ISP.

I wouldn't really bother with IP Bans anymore. People can just get new IP's by disconnecting their router and restarting it after 10 seconds and get a new IP.