Squid is a widely used proxy available on most platforms under the GNU GPL (i.e. it's popular and free). Link: http://www.squid-cache.org/
Other This page concentrates on Linux. Other forwarding proxies are available and will work in similar ways. Windows users will probably prefer to use IIS, so this page focusses on Linux.
- Familiarity with your own systems.
- Sufficient access rights to install and configure software.
- No fear of the command line (although a healthy respect is always good).