What is the best software for connecting to the Internet via proxy? I don't mean just for the web browser (like FoxyProxy for Firefox), but all connections, even executable applications? I am currently connected to a router via LAN. I'm guessing it would involve emulating a hardware connection, but how?
the most known of them is squid [http://www.squid-cache.org/], but why do you want to install a proxy ?
It's only usage, is to make bandwith usaed to the external side of you network (internet) smaller by storing in the middle informations that might be used by several peoples.
If you are alone, or just 2 or 3 peoples using the same internet connection, it will bring you no advantages.