Set up a proxy on a remote server (.e.g, AWS EC2)

# On remote, install and start tinyProxy
# Note: By default, tinyproxy listens on port 8888 and only accepts local connections
sudo apt-get install tinyproxy

# On local, 
 ssh -L 3128:localhost:8888 -i ~/.ssh/some-private-key.pem ubuntu@your-remote-machine-ip -N
 
 # Then configure your OS's proxy settings to use localhost:3128
 
 # Notes
 ssh #SSH\
-i ~/.ssh/some-private-key.pem #Using this keyfile \
ubuntu@your-remote-machine-ip #to this machine \
-L 3128:localhost:8888 #and with the established connection, bind this port@thisIP to that port in the remote

# 3128 is chosen arbitrarily, use whatever you want
# `ubuntu` is chosen because in most tutorials, that's your default username for a fresh install of ubuntu