I recently discovered that OpenSSH has a built in SOCKS proxy. This is really handy for browsing the net from another computer. In my situation I need access to sites like MathSciNet and JSTOR. My university has a subscription so I need to appear to be browsing the net from a certain IP address.
From my home computer I can do:
$ ssh -ND 9999 carlo@my-uni-computer
(after logging in no shell is given due to the -N option)
You can also use this to browse securely from a public wifi access point, avoid stupid web proxies, etc.