How to setup SSH Tunneling (SOCKS) Proxy

Sometimes we need to connect to some site via a very secure way without our nearby computers able to see (or sniff) which sites we are visiting, or to prevent any blocking from our LAN's firewall. One easy solution to solve this, but you'll need a VPS (Virtual Private Server) with public IP address of course, all you have to do is start a SSH connection to your VPS, for example:

sudo ssh -D my_local_port my_vps_user@my_vps_public_ip

for example:

ssh -D 8081 aurora@w.x.y.z

Then, setup your browser to use SOCKS to localhost:my_local_port, for example:

Voila, now everything that you browse will encrypted through to w.x.y.z.