Another (future) improvement may be to use squid instead of tinyproxy so that you get caching as well.
I have had some success with this. I am re-building my core at the moment and then intend to follow this wiki entry. I also use HavP and ClamAV in the "chain" to virus scan the pages coming down. That has saved my clients from a few nasties too over the years!
Once I have the full thing working, I'll update the Wiki
(Probably end of the week at the earliest.)