I found this SU answered question to be relevant; I was unaware that mDNSresponder was how the OS determined the state of the wireless connection..
Also, I haven't used it personally, you might wish to evaluate MacProxy:
Features:
redirect your Mac's network traffic to any compatible SOCKS or HTTP proxy server
works with browsers (Safari, Firefox), email (Mail), chat (iChat, Skype), FTP, telnet, and many more network applications
enable and switch the active proxy conveniently from a menulet
track session statistics including the number of active connections and data sent/received
DNS resolution through the proxy server
secure browsing by hiding your IP address
support for SOCKS proxy protocols including versions 4, 4a, and 5
support for HTTP/web proxy protocols including transparent, non-transparent, and connect
SSH tunnel support - connect securely to a remote Mac to prevent snooping over WiFi networks
rules - proxy or ignore connections based on IP addresses, ports, domains (with wildcard support), and applications
quickly determine which proxy protocol a server supports using the built-in proxy checker
anonymize requests option (HTTP non-transparent only)
multiple user support - works for all users on a Mac
32/64-bit universal preference pane, application, and kernel extension
logging support
What's new in MacProxy 2.0.4 (history): Mac OS X Mountain Lion (10.8) compatibility