The code below handles both client and server sockets.

This breaks down if someone subclasses IO::Socket::INET, but it would require some serious mucking to support that.

use Socket           qw( );
use IO::Socket::INET qw( );

my @config = (
    ProxyAddr    => 'localhost',
    ProxyPort    => 1080,
    SocksVersion => 5,
    SocksDebug   => 1,
);

*CORE::GLOBAL::connect = sub(*$) {
    my ($socket, $name) = @_;

    if (eval { $socket->isa('IO::Socket::Socks') }) {
        return CORE::connect($socket, $name);
    }

    my ($port, $host) = sockaddr_in($name);
    $host = inet_ntoa($host);

    $_[0] = IO::Socket::Socks->new(
        @config,
        ConnectAddr => $host,
        ConnectPort => $port,
    );

    return $_[0] && 1;
};

{
    my $old_inet_new = \&IO::Socket::INET::new;

    my $new_inet_new = sub {
        my $class = shift;
        if ($class->isa('IO::Socket::Socks')) {
            return $class->$old_inet_new(@_);
        } else {
            my %args = @_;

            my $addr = delete($args{PeerHost});
            $addr = delete($args{PeerAddr}) if exists($args{PeerAddr})
+;

            my $port = delete($args{PeerPort});

            ($addr, $port) = IO::Socket::INET::sock_info($addr, $port,
+ undef)
                or die;

            $args{ConnectAddr} = $addr if defined($addr);
            $args{ConnectPort} = $port if defined($port);

            return IO::Socket::Socks->new(@config, %args);
        }
    };

    no warnings 'redefine';
    *IO::Socket::INET::new = $new_inet_net;
}
[download]

Untested.

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