DOOBIEXX Proxifier does have Snow Leopard support as it is but in the works is an update to make it even more SL compatible so don't throw mud on a product your not sure about.
I am sure though that proxifier is much more useful and powerful than macproxy. Yes, I have tried both... if you need only one proxy, no info then macproxy I guess... but if you want to chain proxies, be able to use http and socks together at the same time or by themselves on a system level like macproxy then I recommend you go with the much more powerful proxifier. I am in no way affiliated with proxifier; I am just a user whom has tried both apps since their inception and have come to the conclusion that proxifier is much more stable and feature-laden. Proxifier hit the ground running much before macproxy and remain ahead imo.
(Version 1.1.1)