Non-standard ports will probably be blocked, so you'd need to have your proxy/tunnel/vpn connection listen on DNS/HTTP/HTTPS ports as Rogean mentioned as those are usually always open (53/UDP, 80/TCP, 443/TCP).
You've got a lot of options, some of them are ::
1) Pay for a VPN service that will allow you to listen on service ports above
2) Setup
DD-WRT or
Tomato on your home Linksys router (assuming its a
supported model that can run the OpenVPN buildand use the
OpenVPN features to tunnel your traffic
3) If you have access to Linux/UNIX host or shell you can easily
setup OpenVPN over an http proxy or you can (even more easily)
tunnel everything over SSH/SOCKS proxy