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A fast http, https, socks caching proxy server.
Easy web based configuration, optional p2p anonymous mode.

If you don't want to install it, there's an online demo of the access configuration(not much else in the demo works)

Features
Easy ConfigurationWeb based, no editing text configuration files.
Memory No big databases are kept in memory, no matter how large the cache is, memory usage will only increase when more users access it at the same time.
SpeedTo see how much cpu the proxy uses, run top or task manager.

Then open multiple windows and hit reload continously, on my computer I usually run out of bandwidth before it goes near 3-5% cpu usage.

Shared Cache Can be used as a general cache for all users of a computer/network instead of one cache per profile.
Automatic configAuto generates the .pac file for automatic proxy settings, no more updating in the do not use proxy section of individual users' browsers.
Anonymous P2P proxy Joining the anonymous proxy network will allow you to use other people's proxys for browsing and allow them to use yours.
SOCKS Supports enough of SOCKS to run ftp, most Instant messengers, irc, limewire, etc.
User authentication Supports external user authentication.

Other proxy servers
Squid cacheIf you're after fancy features like peering, etc. but it takes up alot of memory. Doesn't support socks.
FreeproxyFree windows based proxy cache.
Utilities...
Proxy switcherMozilla/firefox automatic proxy switcher.
Anonymising software... (not cache)
TOR Funded by various US military depts. the FAQ says...
Is there a backdoor in Tor?
Not right now, but if this answer changes we probably won't be allowed to tell you.

JAP This software formerly had a backdoor as requested by a court order)

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