Jim Harrison has a nice link on his www.isatools.org site for an article entitled World-Wide Web Proxies. While the article was written in 1994, most of the concepts involved still apply today.
Check out this article at http://www.w3.org/History/1994/WWW/Proxies/
It’s worth a read — it’s how I spend my day today
Thomas W Shinder, M.D.
MVP — ISA Firewalls