in reply to TCP/UDP tunneling over HTTP

Erm, I seem to recall that at least one version of SOCKS v4 on real OSen (read some flavour of UNIX that had an ld.so which supported LD_PRELOAD) you could transparently SOCKS-ify anything (well, with some caveats about setuid programs not allowing LD_PRELOAD). Search for runsocks in the SOCKS documentation.