I use this setup on my laptop (mac specific). I have an ssh server listening on port 443 on a linux machine in the basement of some university somewhere.

.ssh/config

    Host bouncebox
    Port 443

/usr/local/bin/prox

    #!/bin/bash

    if [ $1 == 'off' ]; then
      echo "Disabling Proxy..."
      networksetup -setsocksfirewallproxystate "Wi-Fi" off
    else 
      echo "Enabling Proxy on port 12345"
      networksetup -setsocksfirewallproxy "Wi-Fi" localhost 12345
    fi

Just type `prox; ssh -D 12345 bouncebox`