I just set up squid for the first time. It is on a Ubuntu box hosted
on Linode.com. I have zero experience with proxy servers. I used this
guide:
http://news.softpedia.com/news/Seting-Up-a-HTTP-Proxy-Server-with-Authentication-and-Filtering-52467.shtml

(I also looked at a few other guides such as this one:
http://ubuntuforums.org/showthread.php?t=320733. However, I wanted to
most barebones config to start with and the link I used was the
simplest I found.)

So now that I have it set up, I'm testing it with FoxyProxy. It is not
working well. Many web pages do not load completely. Some load very
slowly. A few load fast (but even then, some images are often
missing). Many times I have to try an address several times before a
page will even start to load.

I am using iptables. When I turn the firewall off, I have slightly
less problems, but nothing significantly changes. I don't want to
leave the firewall off, so I took a few ideas from here:
http://www.cyberciti.biz/tips/linux-setup-transparent-proxy-squid-howto.html
But the changes I put in actually made the performance a little worse
than before. And like I said, even with the firewall off, the problems
I described remain.

What should I look at next to begin to understand my problem? Thanks.

BTW, is there a recent preconfigured squid virtual appliance that I
could host on Amazon EC2 (or similar) that would be suitable for my
own personal proxy server?

I found some links, but the only image seems to be from 2006.

Request: Proxy Firewall appliance (2009)
http://www.turnkeylinux.org/forum/general/20091109/request-proxy-firewall-appliance

wiki:
http://eu.squid-cache.org/Features/SquidAppliance
http://wiki.squid-cache.org/WishList

Quick mailing list discussion (2006)
http://www.squid-cache.org/mail-archive/squid-users/200803/0334.html

Proxy Standalone Appliance? (2008)
http://forums.whirlpool.net.au/forum-replies-archive.cfm/917508.html

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