My high school put in a transparent squid-based filter for all HTTP content in my second year, and all traffic going to ports 80 and 443 went through it. They blocked all UDP traffic (even internal to the school, and all outbound TCP traffic except to ports 80, 443... and port 21, which the Yearbook people needed to upload files somewhere. Once I realized that the traffic on port 21 didn't go through an active sniffer, I just started running my SSH server at home on port 21, and bringing PuTTY around on my USB key.
My school did filtering on port 80 but allowed all TCP traffic out on port 443 so I just ran SSH there. I changed schools and it seems as though they did further filtering on packets (They close connections of 443 if the server sends data first - like happens with SSH), after some testing I managed to get OpenVPN using TCP on port 443 running great.
My high school put in a transparent squid-based filter for all HTTP content in my second year, and all traffic going to ports 80 and 443 went through it. They blocked all UDP traffic (even internal to the school, and all outbound TCP traffic except to ports 80, 443... and port 21, which the Yearbook people needed to upload files somewhere. Once I realized that the traffic on port 21 didn't go through an active sniffer, I just started running my SSH server at home on port 21, and bringing PuTTY around on my USB key.