Ask HN: Do you know a versatile web proxy software?

I'm looking for a web proxy that I can use to build a system to capture every page I browse from my machines. I'm planning to analize my traffic and to keep a real history of my web access. The key feature I want is a way to capture and save the text of the pages for online or later process.

Two aditional features are important to me:

* Binary programs (ie C, C++ projects): I found script languages and Java too slow for processing binary streams. I already played with pyhton and java.

* Multiplatform (nix/win)

I've already considered Squid (not very multiplatform). Also I failed to build something usable with Apache and its proxy mods. Do you have any suggestion of proxys or similar software? Related articles?

thanks in advance!