This documentation is included with the current stable version of Privoxy, 3.0.34.
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:
Supports "Connection: keep-alive". Outgoing connections can be kept alive independently from the client.
Supports IPv6, provided the operating system does so too, and the configure script detects it.
Supports tagging which allows to change the behaviour based on client and server headers.
Supports https inspection which allows to filter https requests and responses.
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.
Integrated browser-based configuration and control utility at http://config.privoxy.org/ (shortcut: http://p.p/). Browser-based tracing of rule and filter effects. Remote toggling.
Web page filtering (text replacements, removes banners based on size, invisible "web-bugs" and HTML annoyances, etc.)
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.
Bypass many click-tracking scripts (avoids script redirection).
User-customizable HTML templates for most proxy-generated pages (e.g. "blocked" page).
Auto-detection and re-reading of config file changes.
Most features are controllable on a per-site or per-location basis.
Many smaller new features added, limitations and bugs removed.