* Send one line at a time when --delay is in effect. This is cumbersome
  to do until Nsock supports buffered reading.
* Make the HTTP proxy support the chunked transfer encoding, then change
  it to be HTTP/1.1 and support pipelining.
* Drop privileges on startup.
* Work as a SOCKS4a/SOCKSv5 proxy.
* Connect to a unix domain socket.