Proof is a method of manufacturing. Each coin is made from polished blanks and polished dies, usually struck several times. They are handled individually to prevent any marks. In short, they are absolutely the best coin a mint can possibly produce.
One way to scan for proofs is to look at the sides when you break open a roll, as you scan for silver, also look for any rim that appears to be thicker than the rest. Also, the corners of the rims will be sharper, more square than a regular issue.
Very few proof coins were produced prior to 1856.
Frosted proofs were made prior to 1936 and resumed in the late 70's. These coins have mirror like backgrounds and frosty designs.
Brilliant proofs have been issued from 1936 to date. These have the mirrorlike background and sharp, high relief details.
Sets have been produced from 1936 through 1967, (with a few years exceptions) at the Philidelphia mint. From 1968 on all proofs have been produced at either the San Francisco or West Point mints.
Most of this info came from the Red Book- a very good general source for info on many American coins.