PeerGuardian2 can do all kinds of weird stuff... if you turn it on and cruise the web you can see what hosting services websites use, what ad services they use, and all kinds of other info's pretty wacky stuff... the Avast! program is pretty nice... its webshield actually scans websites as you visit them... pretty slick.
I see. Thanks.
It's also fairly easy to chain the Avast! Webshield with another proxy. (I chain Webshield with Proxomitron.)