I wanted to setup proxy server for browsing. Tried http://www.squid-cache.org/ felt cumbersome to configure though it has advanced features.
Finally decided to setup http://www.privoxy.org/. I assume you have personal server where all the requests are forwarded.
__ Server Config__
sudo apt-get install privoxy
sudo vim /etc/privoxy/config
look for listen-address and add ip:port listen-address 126.96.36.199:8118
To enable logging for all requests uncomment debug 1(you will need to rotate log file using cronjob).Done with server config.
Firefox users using ubuntu Edit -> Preferences->Network->Connection->Settings, choose manual proxy and enter ip address and port.
Chromium/Chrome uses system proxy, Sytem->Network look for Configure HTTP Proxy and enter details.
For command line use, add HTTP_PROXY=http://ip:port to ~/.bashrc.
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