Privoxy is an awesome application/proxy once one learns to configure it.
The first time I used it was part of the Vidalia/Tor/Privoxy bundle where I thought it's only purpose was to be used as part of the Tor implementation, but after reading about it on Wikipedia a few years later I decided to give it another go.
I once again decided to go with the Vidalia bundle just for the sake of being able to use Tor if I ever wanted to.
The first thing I did after installing it was to comment out the Tor related preferences in configuration files, this allowed me to run Privoxy without having it try to pass everything to a non-existant port, yet by commenting and not deleting I allowed for it to be easily re-implemented if I ever decided to use it with Tor again.
According to the Wikipedia article (which lacked citation) the neilvandyke.action ruleset is one of the most popular rulesets avaliable for Privoxy, so I decided to add these rules into my Privoxy config.txt.
Avaliable as the'Main Configuration' or 'config.txt' file, the Main Configuration is meant to store data related to the running of Privoxy.
To install neilvankdyke.action look for a group of "actionsfile" entries and add "actionsfile neilvandyke" under "actionsfile user".
While there has been the occasional problem with page redirects and sites being blocked without notification my general experience with Privoxy has been highly positive and is something I would recommend to people with a knowledge of editing configuration files, of course there is a web interface which might prove to be accesible to those too afraid to modify configuration files; but the most power comes from direct editing.