True, but if you are on OS X, most of the apps will use the System Preferences proxy settings, so most of your apps will Just Work.

Of course, you'll have to get tricky to use SSH via the SOCKS proxy, but it can be done.

SSH through a SOCKS 4/5 proxy:

1. Download and compile connect.c (http://www.taiyo.co.jp/~gotoh/ssh/connect.c or http://www.meadowy.org/~gotoh/ssh/connect.c).

gcc connect.c -o connect -lresolv

2. sudo cp connect /usr/local/bin/connect-proxy

3. cd ~/.ssh Add new config file as shown below (if existing, then be careful - backup/modify)

File: ~/.ssh/config

Host *

ProxyCommand connect-proxy -R both -4 -S proxy:<proxy-port> %h %p

4. Test ssh to one of your hosts

Note: If you're not using the proxy, you need to disable the global config with a script or something to nuke it on demand.