A locally-running proxy server that will forward and authenticate to an upstream proxy.
I had a need to authenticate to an upstream proxy for a single session as a different user, and I didn't want to have to enter authorization credentials in the browser popup. Figured this would be a relatively easy tool to find out there, but I spent weeks looking for it.
The closest thing I found was Squid, but Squid is a constantly running service and requires a configuration file. You'd need to restart it every time you wanted to change the settings.
Webrick to the rescue!
Install the gem:
gem install webrick
Then start your proxy on the command line with the following arguments:
ruby proxy.rb <local port> <upstream proxy host> <upstream proxy port> <upstream proxy username> <upstream proxy password>
If your proxy does not require authentication:
ruby proxy.rb <local port> <upstream proxy host> <upstream proxy port>
Or if you just wanna run a local proxy for funzies and don't have an upstream proxy:
ruby proxy.rb <local port>
Or you are not imaginative enough to choose a local port, you can have it run on 8000:
ruby proxy.rb
This will of course make the username and password for the upstream proxy completely visible to those who can view the processes, but I am indifferent for my use case. :)