$\newcommand{\Spec}{\operatorname{Spec}}\newcommand{\P}{\mathbb P}\newcommand{\C}{\mathbb C}\newcommand{\A}{\mathbb A}$ Let $\A^n_\C=\Spec \C[x_1,\dots,x_n]$, and let $f:\A^n_\C\rightarrow \Spec \C$ be the obvious morphism induced by the inclusion $\C\hookrightarrow \C[x_1,\dots,x_n]$. This morphism is clearly separated, closed, and of finite type. I am trying to show that it's not proper, which means I am going to have to find a scheme $X$ so that $\pi_X:\A^n_\C\times X\rightarrow X$ is not closed.
I was thinking of trying $X=\P^n_\C$ but I don't have a good intuition for what the closed sets of $\A^n_\C\times_\C\P^n_\C$ should be. Any affine scheme I try, which I do seem to have a good intuition for what the closed sets should be, does not seem to actually not be closed, so I am little lost on what to do.
Edit: With regards to Mummy the turkey's comment, let $V=\mathbb V(xy-1)\subset \mathbb A^2$, and let $\mathbb A^2\rightarrow \mathbb A^1$ be given by $\mathbb C[x]\hookrightarrow \C[x,y]$, $x\mapsto x$. Then $\mathbb V(xy-1)$ contains the prime ideal $\langle xy-1\rangle$ which gets mapped to the generic point under the projection, so the image of $\mathbb V(xy-1)$ cannot be closed.
To generalize this to $\mathbb A^n$, I suppose we just do the same thing, but it isn't much harder to see that $x_1\cdots x_n\cdot x_{n+1}-1$ is an irreducible polynomial than it is to see that $xy-1$ is?