I had a friend suggest to me something a ways back that I thought was pretty clever.
If you're ssh'ing to your box for a proxy from say, work, you might not be able to get out since outbound connections might be disallowed by your company's firewall (or what have you). Even if outbound connections on 22 (or whatever oddball port you're running your ssh server on) are allowed, weird traffic like that might raise some eyebrows and get you in trouble.
My friend's idea was to have ssh running on port 443 on your proxy box provided you don't have a web server using ssl running. Pretty much any firewall that has a website behind it has 80 and 443 open. In addition, 443 is ssl encrypted so when your encrypted ssh traffic goes through it, it hopefully won't raise much suspicion.
Term, holidays, term, holidays, till we leave school, and then work, work, work till we die. -- C.S. Lewis