Software

ADVSoft
Offer Proxyinspector, a log parsing tool that analyzes internet proxy traffic and produces reports on it. Versions available for several popular Windows proxy servers. [Windows]
http://www.advsoft.info/en/

AtomInterSoft
Offer AliveProxy Server, which supports connection sharing, specific url blocking and anonymisation features. Also has integrated proxy checking tool for testing speed and availability of public proxies. [Windows]
http://atomintersoft.com/

httptunnel
Creates a virtual two-way data path tunneled in HTTP requests from a computer behind a restrictive firewall, to another system. [Linux]
http://www.nocrew.org/software/httptunnel.html

IBM: Web Intermediaries (WBI)
Development kit for building custom web proxies/servers. Basic web proxy functionality included as standard. [Windows, Unix, OS/2]
http://www.almaden.ibm.com/cs/wbi/

Mangosoft, Inc
Cachelink software runs local web caching proxies on any number of networked PCs on a LAN. Each PC's cache can retrieve documents from other local proxy caches on that network, which because its over LAN connections is faster than retrieving the page from the site. [Windows]
http://www.mangosoft.com/products/cachelink/

metaprox
An HTTP metaproxy which allows a user to specify different proxies for particular sites. Use managed from a browser based GUI. [Written in Perl]
http://travcom.tripod.com/metaprox.pl.txt

Plugdaemon
A dumb proxy that forwards a TCP/IP stream from a port on one host, to a specified port on another host. Supports logging to syslog. [Unix]
http://www.taronga.com/plugdaemon/

ProxyChains
Open source tool allows remote tunneling of TCP based protocols through chain of HTTP proxies.
http://proxychains.sourceforge.net

Sureshot Software
Offer TCP Tunnel, a port mapper, which redirects TCP connections from a local port to a remote IP and port, can tunnel traffic through proxies. [Windows]
http://www.sureshotsoftware.com/tcptunnel/index.html

Web Polygraph
A benchmarking tool for caching proxies and other web intermediaries. [Unix, Windows]
http://www.web-polygraph.org/