dnsmasq - Dnsmasq is a lightweight, easy to configure DNS forwarder and DHCP server.
CCProxy - Want to share Internet connection? Get every computer online through a single Internet connection?
YogaDNS - YogaDNS automatically intercepts DNS requests at the system level and allows you to process them...
Apache Traffic Server - Fast, scalable and extensible HTTP/S 2 and 1.1 compliant caching proxy server.
Polipo - A small and fast caching web proxy (a web cache, an HTTP proxy, a proxy server).
FreeProxy - Feature summary from website:* Internet connection sharing with demand dialling