My colleague runs this app, looks pretty cool.
We intend to add many of its features to Indranet, like picking geolocation- or web of trust based end points for specified sets of services and/or exit proxying, transparent redirection for things like DNS system-wide and blacklists based on IP address lists and the like.
Network stacks tend to be a black box in most operating systems. One thing for sure you will like about running Portmaster is being able to learn about and have the option to block anything that you don't want. I believe that among it functions is also the ability to selectively force traffic through other proxies as well, tor, i2p, any number of installed VPN servers.