Anyone who's been to a college which uses proxy servers (almost all of them!) must have firewall horror stories to tell! Difficulties in SSH, accessing ill-fated websites, or inability to use some programs become the ugliest part of your life, especially if you are a programmer.
After being bugged by this fate for around 3 years and having difficulties working on WIGI project, I finally decided to take care of this problem once and for all by getting myself a DigitalOcean tiny droplet. Thanks to the GitHub student developer pack, which gives a 100$ credit in your account, I can now enjoy 20 months of seamless service at the rate of 5$ per month (that's ofcourse assuming reasonable usage!). If you are skeptical of being charged more, rest assured that exceeding 1 TB of bandwidth utilization per month is very difficult. The instance also offers you a 20 GB of SSD storage.
The only requirement is that you need a credit card or PayPal account to activate your DigitalOcean account. This is also the case with Amazon Web Services (AWS), so it is not an issue if you were already using it. For others, procuring either of these essentially boils down to having an access to a credit card. During setup, your account is billed for one time with 5$ to ensure that payments are successfully processed. Don't worry, this money is added to your total account credit.
Setting up a droplet is surprisingly easy and much more comforting if you are a
frequent user of Amazon services. Within minutes, I could log into my server,
setup SSH configuration and add more accounts. Make sure you find a transient
access to your server from other source (your mobile!) to configure
listen on port 443.
I also setup up local SSH configuration to quickly create a SOCKS proxy for tunneling web traffic and some programs. Topcoder had given a lot of trouble in early days .. but now? a breeze.