@Antibiotic just have zero use for a proxy, and I don't have to worry about content filtering - if you know what I mean with 2 teenage boys.. But your proxy would be used to get off the network, be it explicit or transparent.. Your client shouldn't be talking to the proxy at all even if explicit for anything on your local network.
And if transparent - it sure wouldn't be used..
There is really little advantage to a proxy these days with everything dynamic and https.. What is your point in wanting to run one to be honest?
I thought I read they were even pulling squid, not sure if there is a new version.. There is a big proxy about, he could help you with setup if you have your heart set on running one. Personal I see no point to it.. Reverse proxy sure, but my client going out to the internet, proxy gets me nothing but something that going to slow down my access.