On a Linux or Windows system, how would it be possible to tunnel all TCP/UDP packets through a thirdparty server? What would one use, does it work with SOCKS5, OpenVPN or SSH?
ssh will give you probably simplest way of tunneling tcp traffic to know destination/port.
if you would like to tunnel traffic to any destination [tcp/udp/icmp... all ip traffic in general] - openvpn will do the trick.
I use a socks 5 with proxifier I open a dynamic tunnel with putty and put everything through there with proxifier.
There are multiple options available as you have identified in your question itself. It comes down to possibly the following factors as to one over the other:
- Availability of the technology across your target platforms (Windows, Linux, etc.)
- Your technical security requirements (encryption strength, known weaknesses, etc.)
- Your comfort level with the technology (easy vs. hard to install, come by, etc.)
Each one has some strengths and weaknesses when matched up against each other, but there are multiple choices to hopefully suit your needs.