Travel Technology - Setting up home proxy server - websense etc

So all of this talk about websense has finally kicked me to say set up a home proxy basically fromanywhere ssh to home and then out again.

Any recommendations on:

1) A proxy to run on Mac OS X?

or

2) a *nix recommendation along with proxy? I've got an old Sparc LX or a old compaq armada laptop that I can put something like NetBSD on...

or is there an easier nocost way?