How to Run Your Own Proxy

So you want to access Facebook or use instant messenger from work? By connecting to your unrestricted home internet connection from work, you can! Here's how:

Web Proxy

If you only need access to restricted web sites from work, read this tutorial.

SOCKS Proxy

If you need to access restricted web sites and instant messenger, ftp, or other restricted protocols, read this (easier for Windows users) or this one (easier for linux/osx/unix users). Both tutorials work for Windows and *nix-based operating systems.

Further Reading

Personal SSH server
Proxy through Google App Engine
Tunneling Any Protocol over HTTP, ICMP, UDP, etc. using httptunnel, icmp shell, shadyshell, Stegtunnel
GNU httptunnel
GNU httptunnel v3.3 for Windows with tutorials
Firewall Piercing