I just launched a new version of my proxy app - now called Tetherbot
I've switched to Socks because it seems to be a bit more flexible than http and now surfing the web is much more tolerable on EDGE. It also means that https now works and it should work with quite a few other applications as long as they support socks proxies.
I also added a straight port bouncer which makes it really easy to open an ssh tunnel to a linux machine somewhere and route your traffic through that.
Feedback is very welcome!