I have put up a little bit of the information for Microsoft Proxy Server 2.0, although I could not get non-microsoft clients to work all that well.
Problem is that the Microsoft Proxy installs a different "proxy-aware" type of winsock on the Microsoft clients (if you do the complete client install, from the control panel applet). If you dont do a full client side installation, only the web and possibly mail will work (I forget about the mail). But if you have any other services (like AOL for instance), maybe proprietary services, or specific ports, they wont work. This was a real problem for me, so I had to do the full client install.
Well, that ended up working good for Microsoft clients, but what about all my linux and unix machines?
My solution was to use WinProxy instead. It allows full customization for ports, incoming and outgoing connections, tcp/udp, and many other options, and best of all, it uses STANDARD winsock and tcp/ip libraries. It does allow multiple email account checking, and full logging.
I think WinProxy offers a superior solution to the Microsoft version, in any type of mixed environment. I also feel, that from my testing, it is slightly faster as long as you have the "connection view" feature disabled.
Sidenote : I am sure that you can "fiddle" with all the filtering settings on Microsoft's product, but it didnt make sense to me, after learning of the problem with the winsock.
The last thing I will say, is that if you are only interested in Microsoft clients, and web/mail only, the Microsoft Proxy is the superior solution.
For a list of common or standard proxy ports, and some brief explanation, you can check out the proxy port page.