Techniques for providing a proxy service are disclosed. In an embodiment, a proxy system includes a proxy service module and a scripting engine. The proxy service module is configured to intercept and process messages that travel between user devices and the Internet and the scripting engine is in communication with the proxy service module and is configured to manage a plurality of scripts that are written in one or more scripting languages. The proxy service module is configured to intercept a message that travels to the proxy service module and that is related to a user device, to associate a script with the intercepted message, and to cause the script to be executed at one of the user device, the proxy system, or a system that is external to the user device and the proxy system depending on the function associated with the script.