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SOCKS, besides being an abysmally awful protocol, is not supported by the majority of Internet software, so the advice you give is of limited usefulness. When I am confronted with a thoroughly hostile firewall, I depend on Net::Proxy. Accept no lesser substitutes.
On Linux you can LD_PRELOAD trick to make any software use a socks proxy. Socksify does that, also tsocks does that.
Net::Proxy indeed is a good one. Much better than my primitive tcp-proxy. But I wrote it out of curiosity, hadn't used IO::Socket and IO::Select in ages and wanted to refresh my knoweldge.
If you want to make some SOCKS proxy available to all your applications, possibly better way than using tsocks is implementing iptables-based solution with the help of redsocks (git repository). See my tip Making SOCKS proxy transparent for example.
Another useful (in this context) ssh option is -g, but it requires turning GatewayPorts on in sshd_config.
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