I'd like to filter some web sites I visit by running a local web proxy like Privoxy to get rid of the ads and simplify the layout.
Does someone know of a good web proxy for Android?
As ce4 pointed out, Privoxy just seems have to left the playstore within the last month. At the moment, the probably only candidate left seems to be FilterProxy.
On the other hand, if you have your device rooted, there are some additional possibilities working by manipulating the device's local hosts file. A quite good candidate in that case would be AdAway, with the alternative of using AdFree and several other candidates.
There has been a port of Privoxy for Android, it was available in the Play Store but has been deleted: Old and broken Google Play link.
The author's site has a page still here but no downloadalbe .apk.
You might have luck by asking him for an .apk. I don't know of any other port, alas.