You can use ssh tun features over icmp tunneling, for having unlimited access to the intertubes!
Look up the -w option in ssh(1) and PermitTunnel in sshd_config(5). You of course have to take one minute to set up routes etc, but the result is that you say goodbye to proxies, socks and all that cheesy setup.
You can use the SSH connection as a SOCKS proxy:
Or setup a SOCKS proxy on your 'proxy' host and tunnel directly to it with:
$ sudo ptunnel -x mypassword -p myproxy -lp 8765 -da localhost -dp 8080
My setup:
Router at home (Linksys router with OpenWRT firmware)
On client system (Debian)