Assess: Does this harass you that much? yes or no.
If yes: Does this job pays you a good sum of money and allows you to have financial freedom, pay your bills comfortably, pay your car, mortgage and etc? yes or no.
if yes: Suck it up. Jobs are supposed to give you money in exchange to you doing something they need, not to fulfilling your desires.
if no: If you have the guts and skill to find a better job, just leave. Chances are that you might find something better or at least the same, without the policies that bother you.
The policies harass me but i get paid very well, don't wanna leave this job (good money = freedom to do what i REALLY want on weekends and hobby projects, and support my family). I just have a vps on a cheap provider out there with ssh running on port 443
The good thing is that they're lazy to really analyze the logs (well, squid generates huge logs anyway) and puncturing a hole for SSH just makes ONE entry to your server ip (connect XXXXX:443) on the squid log (instead of one for each object, when you're just http browsing), so i guess i'm leaning on that and getting lucky as well!
If they ask me someday what server is it, i'll just explain to them what that means and also remind them that *when i was hired, i didn't sign or was given to read ANY documents about internet usage policies on the company*. Be aware that if you have a clause like that on your contract you might as well get fired for that, even if it's legitimate use.
My 2 cents. Don't work against the system (it's impossible, you have bills to pay and if you keep your pipe dream of ever getting a perfect job you'll end up frustrated and jobless
A friend of mine once said. A job can be 2 of those characteristics: I LIKE DOING IT, WELL PAID, LEGAL.... don't try to find the magical three!