What’s a Simple Way to Set Up a Personal Proxy Server?

If you're technically inclined, you might want to check out the XRay core by Project XTLS. It's a solid way to handle proxy tasks and offers good performance.

I've tried this a few different ways—using Raspberry Pi/Linux, macOS natively, and even in a macOS VM. It worked for a bit before the big updates to Pi OS messed things up. Even as a retired network systems engineer with some patented tech, I find it annoyingly complicated due to the ongoing clash between hackers and network developers. Maybe AI will finally make this easier!

I set up a Raspberry Pi on my home network as an exit node in a Tailscale private virtual network. All my devices route through that for internet access. It's a lightweight option that works well!

For a reliable setup, I'd recommend using a small VPS (Virtual Private Server) and something solid like WireGuard or a basic SOCKS proxy. Just make sure to secure it with keys and set firewall rules to lock it down. One of the biggest mistakes is misconfiguring authentication settings or leaving it exposed on the open internet, which can inadvertently turn your server into a free proxy for others.