I have managed to setup a squid proxy server as an HTTP proxy and this is working well. However, it does not work with HTTPS. I am looking at making use of an external machine to setup as a proxy for HTTP, HTTPS, FTP, etc. I took a long and hard look at what might help on the internet. I think a SOCKS proxy will work to both secure my data (from the internet connections I use while traveling) and conceal my changing location.
Is the SOCKS proxy route the best to take for HTTPS, FTP and IM? Are there any recommended SOCKS proxy software that I can download and setup on windows/linux servers? Will a VPN server be a better choice?