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I am wanting to create a network interface from a SOCKS 5 proxy on localhost. This will eventually be bridged with a wireless interface that I have which will be operating in AdHoc mode. This will allow all the clients on this interface to use the socks proxy even though they don't have support for SOCKS. This will support my iDevices, PSP, etc, when I am on the go. It will be ran off of my laptop. Can anyone provide some useful resources in which will help me get a SOCKS proxy interface setup on my Ubuntu machine? Thanks in advance!

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You can't do this, because SOCKS doesn't operate at a low enough layer – it can only proxy TCP connections, not raw IP packets. This would be required to set up routing, with or without NAT; but bridging (as in brctl) requires even more – the ability to send raw Ethernet frames.

You should look into VPNs instead – OpenVPN is fairly simple to set up.

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