CCProxy - Want to share Internet connection? Get every computer online through a single Internet connection?
Polipo - A small and fast caching web proxy (a web cache, an HTTP proxy, a proxy server).
Apache Traffic Server - Fast, scalable and extensible HTTP/S 2 and 1.1 compliant caching proxy server.
AdGuard - Surf the Web Ad-Free and Safely. Shield up!
FreeProxy - Feature summary from website:* Internet connection sharing with demand dialling
3proxy - 3proxy freeware proxy server for Windows and Unix. HTTP, SOCKS, FTP, POP3