Hi,
if you use your own proxy like Squid with privoxy and tor (will write a tutorial on how to setup that later) for the first anonymity instance you should consider using a hardware perimeter firewall. Then implement restrictive rules that only your proxy has direct connection to the internet.
Maybe by implementing something like a transfernet or something like that. This is a way to make sure that everything going to the internet has to pass your proxy server with anonymity features.
There are many ways (cheap to expensive and more expansive) to get a hardware firewall. A few suggestions
1. Build your own with linux and iptables or use Astaro home feed or pfsense as VM on your PC - not so good but very cheap
2. Build your own with linux and iptables or more preferable use pfsense on an ALIX board - little money but you can really implement that inpath to your Internet-Router
3. Buy a little Cisco ASA (5505)
4. If you are rich you can even buy a Palo Alto PA-200 which is a lot of fun. But for only doing what I explained both (cisco asa and Palo Alto) are much oversized.
If you have any questions to those firewalls just contact me.
UPDATE: here is the tutorial
http://evilzone.org/anonymity/setup-your-own-proxy-with-squidprivoxytor-on-debian-like-distros-(tutorial)
