I need a good proxy server. Any ideas?

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I tried squid on my system, but damn thing takes too much memory, is hard to 
configure, and like most complicated software, not feasable for my environment.
All I need is a proxy (non-caching is OK) that can do good job on TCP traffic, if it 
has SOCKS capability, that would be great too. Also, if it is compressing proxy, that 
would be just fantastic.
Thanks.