So I was using uTor under WINE to run the fantastic windows uTor client, which supports running ALL data through a HTTPS or SOCKs proxy. I got great speeds and it was not too bad of a setup; however, I had to start the SSH tunnel, then start wine, which boots X11, then uTor would come up.
So when a stable uTor Mac client came out, I wanted to use it, but it doesn't support proxies. After endless searching to try and setup a sandbox or specific pipe for a single process's data to be routed through, I found Proxifier. You can select a certain program's network data to be run through your proxy, without slowing everything down. Again, this worked great. A little easier to setup, but still several steps to getting the program running (ssh tunnel, Proxifier, uTor mac).
When I saw that Transmission had proxy support, I just about jumped out of my chair. Then I of course realized the reality of tracker data only proxying; this client is amazing, I'm going to use it over the uTor mac client, but I as well would like to run all data through a tunnel. I am behind a network that examines data, and if they find any string related to a movie or current TV show, they swoop in and identify the data. I run everything sensitive through a SSH tunnel; i.e. the "encryption" is not enough, even if you forced encrypted peers.
So in the end, I would love to see this feature, but to all the rest of you, check out Proxifier and just send you torrent data through your SOCKs 4, 5 or HTTPS.http://www.proxifier.com/