Just set yourself a proxy up at home.
Or even better, a SSH server and a proxy, so you can tunnel all of your traffic down an encrypted tunnel.
It all depends on how sneaky your admins are. I setup networks to stop people getting out, so I know most of the tricks.
Encrypted tunnels are pretty much the only way to go in most case, find yourself aport that allows you direct access out, and tunnel out of it. That way.
I use the home SSH server and run a proxy on it so I just SSH to my home server, map a local port through the connection and then point my proxy settings in firefox to the local port.
It works at my place of employment, and we sell proxies and firewalls and the like, so our network is fairly locked down. (no facebook and the like, no gaming sites, no blogs, no streaming media of any sort, no "proxy avoidance" sites, no direct http or https access out of the firewall).