Is starting a Tor hidden service an option?
Yes, there will be a .onion later today/tomorrow. This is a good thing to have in general, and will be maintained indefinitely, just, MP did not want to bring it online too soon because of concerns that the ToR network might actually not be able to cope. Yes, it's that big.
Is it not possible to have a "your own proxy in a box"? Running open proxies will get your server DDoS'd, but why not just run the proxy locally for yourself?
It is possible and it is being done, as jurov says above. The thing is the person running the proxy must be trustworthy because otherwise this would be just like running an open proxy. The WoT rating comes into play.
