Things I have learned to do in Linux.
Use SSH to Create an HTTP Proxy. Just execute
ssh -D [port-number] firstname.lastname@example.org and you are up and running.
Just learned of a cool utility:
nc, the TCP/IP swiss army knife. You can listen to any port (which is not bound) by executing
nc -l -p [port number] and you can be the server! If you want to be the client, type
nc [hostname] [portnumber]! How could I have missed this great utility!!!