Most of the proxy servers in the world are running Squid, so you're probably looking for SquidNotes.
If your proxy speaks ICP then you can configure it to use other, local caches, to retrieve data from. If you're on the MetaNet, and your metanet connection is faster than your international connection (or you pay for international traffic) you might find value in doing this. #wlug is probably a good place to ask.
See WPAD to figure out how to make your LAN clients automatically pick up the proxy server.
3 pages link to ProxyServerNotes: