If any one is interested in establishing your own proxy site, you can try these scripts. Most of the script are under development.

Before implementing any of these source codes on your website, study carefully their Terms. Most of them do allow you to modify the source as you want it. If you are good at scripting (may be php, perl etc. ) you can try customizing them.

After putting up your own web proxy, try finding your proxy's online anonymity status here.

phProxy source

This is the most popular free open source proxy project. Almost every web proxy site having php, tend to use this script. Setting up the script is very easy.

Currently they have version 0.4 for download. The script currently supports http pages only and fails in SSL based secure sites. In the next version 0.5 it is said to include SSL site surfing too.

You can reach their source forge site at here.

CGIProxy source code

The original cgi proxy source code project which said to inspire phProxy development. It is based on perl. Hence needs perl to use it.

Proxyfier Proxy script

Proxyfier is a php based web proxy script. You can set it up in no time. Just upload it(a single php file) to a php enabled server and thats it. But some sites (using javascript) can't be accessed with this script. And i felt its a bit slow too compared to others. Just experiement yourself and find it on your own.

Pageforward Proxy Souce code

This is a very small php proxy source code i have seen and developed by Joshua Dick. Its reasonably fast too. But it may not run on few php installations where curl is disabled in php. Quite good proxy script.