Interesting note: if you happen to have an iPhone that's jailbreaked and has OpenSSH installed, you can use this guide to tether the iPhone's internet connection. The usbmuxd package (which gets installed along with iFuse) comes with a nifty utility called iproxy that allows you to create a tunnel to the device:
This creates a tunnel from port 2222 to the port your iPhone's OpenSSH listens on by default.
Next use SSH to create a SOCKS proxy to the tunnel:
Now all you have left to do is to set Firefox's proxy settings: SOCKS v5 proxy on host 127.0.0.1 and port 1080.
ssh -D 1080 -p 2222 root@localhost
Also in about:config, set network.proxy.socks_remote_dns to true. Voilà!