system-wide proxy configuration

Quoting the webpage:
> This is achieved by configuring all programs that use proxies normally to
> use localhost:3128 for http/https/ftp, and localhost:1080 for socks.

You might be considering this, but I'll throw this out there anyway.
You might want to look into using iptables to transparently forward the
traffic to the proxy server.  This way all applications will instantly
work since to them it will seem as if it is a direct network connection.

Here's a HOW-TO[1] talking about how to do transparent proxying to a
squid box.  While this is assuming you are filtering the traffic at the
router and then sending it to the proxy server, I'd think you could
apply the same concept to the local box.  No promises, but I don't see
why it wouldn't work. :)

http://www.tldp.org/HOWTO/TransparentProxy.html