As I understand it, you want a greater level of privacy (a class of security), and your school has apparently implemented a means to restrict web access (a different class of security). As rweaver pointed out, your desires may actually conflict with the school's intent to restrict how their network (their property, their rules apply) is used. Going by way of ssh to you own resources and to the web from there readily hides what you are doing from the school (effectively your ISP while on campus). I do this to hide my web surfing at home from Comcast, my home ISP (just because I don't want them to see who is actually posting all the rants about them).
Perhaps your intention may be more benign, such as intending to access your bank to do online banking (something plausibly doable at school if the school policy permits it ... which is usually allowed at the college level, though probably not at lower levels for reasons I won't go into). You should consult your school policy on what you want to do. If something like online banking is permissible, then it should be doable using an "https:" type URL. How a web proxy works with "https:" is that it makes the connection to the target "https:" site, and passes the traffic unchanged. It will be encrypted, so the proxy server admin won't be able to see the contents.
I hope that explanation helps you understand the situation better.