Let's start with the reason why. The wife wants to access news sites in Japan which are now blocking UK and EU traffic. I don't want to pay for a VPN connection and it would be more interesting for me to set up either a proxy or VPN server and I thought likely a raspberry pi would do the job and no doubt done before.
Where the pi will go doesn't have a great connection so I wondered if it being a proxy server would significantly lower the data use.
Other than a VPN is supposed to me more secure I do not know what other pros and cons there are. Has anyone else ever set something similar up on a pi?
Anyone have any practical advice? Cheers.