A helpful reader left a comment on this blog about using SSH as a Socks Proxy. Here is how to do it.
ssh -D [source port] [host]
Thats it, once your logged in you are good to go.
Now, the problem I ran into was making Firefox use this proxy. I found a great extension called SwitchProxy which can be installed from the extensions site. Once installed, you can easily switch between proxies. This is really useful to use while at a coffee shop.
Check out the screenshot of the toolbar that it installs (click for a larger image):
It makes it really easy to turn the proxy on or off. One day if there is interest I might try to extend this to establish the SSH connection.