This documentation is included with the current stable version of Privoxy, v.3.0.11.
In addition to the core features of ad blocking and cookie management, Privoxy provides many supplemental features, that give the end-user more control, more privacy and more freedom:
Can keep outgoing connections alive and reuse them later on.
Supports tagging which allows to change the behaviour based on client and server headers.
Can be run as an "intercepting" proxy, which obviates the need to configure browsers individually.
Sophisticated actions and filters for manipulating both server and client headers.
Can be chained with other proxies.
Modularized configuration that allows for standard settings and user settings to reside in separate files, so that installing updated actions files won't overwrite individual user settings.
Support for Perl Compatible Regular Expressions in the configuration files, and a more sophisticated and flexible configuration syntax.
Improved cookie management features (e.g. session based cookies).
Bypass many click-tracking scripts (avoids script redirection).
Multi-threaded (POSIX and native threads).
User-customizable HTML templates for most proxy-generated pages (e.g. "blocked" page).
Auto-detection and re-reading of config file changes.
Improved signal handling, and a true daemon mode (Unix).
Every feature now controllable on a per-site or per-location basis, configuration more powerful and versatile over-all.
Many smaller new features added, limitations and bugs removed.