How to Create Your Own Web Proxy

In long time looking on how to do this stuff. Now, I think I already get the idea by this authors.

Best Proxy
http://www.labnol.org/internet/setup-proxy-server/12890/

http://www.darkpolitricks.com/2009/12/create-your-own-web-proxy-server/

I think this not really what I looking for but I know I get some idea on doing other stuff
http://codescribes.blogspot.com/2007/01/how-to-make-your-own-web-proxy-parts-i.html