This is a method to create a proxy which is pretty simple and does not involve using shady websites or proprietary applications, etc.
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First, create a server, such as a DigitalOcean droplet.
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Once the server is created, verify that you can login via SSH:
$ ssh user@<ip> -
If that is working, creating a local [SOCKS5] proxy using OpenSSH is just one command. Here is one suggestion:
$ ssh -D localhost:5000 -N -vvv user@<ip>
-D localhost:5000means create a SOCKS5H proxy listening on that port-Nmeans the SSH command should not run a command (such as a shell), it will simply block in the foreground-vvvspits out very verbose debugging information that allows better introspection on the state of the SSH process
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Configure your system to route egress (outbound traffic) through this proxy. For instance, in OSX, you can go to Preferences > Network > Advanced > Proxies > Click on "SOCKS Proxy" in the dropdown.
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Now you should be able to verify that you are using the proxy for outbound traffic. For instance, http://ipaddress.com/ says my IP is in New York even though I'm in Boston.
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If you disconnect the SSH tunnel, make sure to remove the setting in the system preferences (otherwise you'll try to route traffic through a proxy which doesn't exist).
The fun bit is, in addition to having a SOCKS proxy working over SSH tunnel, -D will also forward exposed ports from the remote host to your specificied local bind address. What this means is that with the above command, if you have a service listening on your remote box port 8080, hitting localhost:8080 (when routed through the proxy) will actually hit 8080 on the remote host!
If anyone has feedback or corrections (or wants to post how to configure this in Linux, Windows, etc.!), please leave them in the comments. I'm happy to update. Thanks!
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