You could obfuscate the binary, which will make searching strings useless. It could be possible to make use of a SSH tunnel which encrypts the traffic, which makes sniffing useless.
A 2 login system will come in to effect, a user should login to an ssh server and his client could be uniquely identified. If all this can be done transparently it could be more secure than the Windows client. The benefit of ssh is compression -C, the CPU usage can be helped with -c arcfour which uses the least resources.
The ssh command would be along these lines.
192.168.0.55 is the server.
192.168.0.2:80 is the local ip and port to point the browser to.
ssh -C -c arcfour -N 192.168.0.55 -l root -L 192.168.0.2:80:192.168.0.55:3128
Maybe the proxy way is not best for Linux, using ssh Linux users can use a direct tunnel to a server running the Linux software. The username and password would be like the username and pass for the ISP account. If a person abuses it, it would be possible to monitor and identify the person to remove his account.
Linux users who run squid on their local machines save your ISP and themselves +-30% in bandwidth. It could be a more lucrative, niche market.