Hi droidman. I'd say that Glype, PHProxy and CGIproxy are the most popular scripts.. I'm mainly using Glype.
PHProxy has a lot of forks / versions floating around ( A2 / Sprowwl / PhpMyProxy / Proxono etc etc ) with different fixes / features added onto the original version, but it hasn't been updated since it was abandoned in 2007. While Glype was last updated in Jan 2009.
Here's something you should be aware of if you use Glype -
Protecting Glype log files from unauthorised access