You could also setup tinyproxy (https://banu.com/tinyproxy/) to proxy http/https via your linux VPS (and limit connections to only your ip)

or

even better just run socks5 thru ssh http://straightedgelinux.com/blog/howto/socks.html

Tho I recommend using autossh to maintain the ssh tunnel which could be flaky at times

http://www.debianadmin.com/autossh-automatically-restart-ssh...

And just in case you're in a network that does block access to port 22, use sslh to listen to port 443 and map all ssh traffic to port 22 (and all https traffic to httpd, and all openvpn traffic to 1194).

One port (443) to rule them all!