Any linux distro...although if its just going to be web proxy may want something like slackware,LFS,arch...etc...even basic debian or bsd varient.
whatever plugins for squid
I left out quite a bit but you get the picture.
As for wake on lan let power controle handle this as long as your nic card supports it via software.
set it to say shut off the pwr in 10minutes after log off.
I have never done this but all the componants are there in most to all distros.