Sidestep son! It does exactly what you're asking for.
EDIT: I would like to add that it may not be entirely possible to route ALL your traffic through a proxy server... it would depend if the app/service has proxy support or not. Someone correct me if I'm wrong.
I also use Sidestep, which automatically forwards traffic through a proxy that I trust when I end up on unencrypted public WiFi.
If there are any more common issues with this strategy, I'd be happy to hear.