Small Victories
The corporate network at my present employer isn't as bad as Bloomberg's - but its not far off. All web browsing goes through this ridiculous HTTP proxy server that is now being rebooted nightly due to stability issues. Further, it seems to prevent HTTP POSTs of greater than a certain size (making it impossible for me to include a photo attachment in an email). Additionally, they have most out-going ports blocked, except for AIM and a few others.
So, I started running OpenVPN at home on port 443 (which is accessible from work), and while I haven't gotten full bridged routing working yet, I can create an ssh tunnel across the bridge which will automatically forward to a given external host, so, I've configured my FTP software at work to connect to the FTP server via that ssh tunnel, through my apartment and then back out to the internet.
Ridiculous. But, I win!