There are also lots of legitimate uses for a SOCKS proxy, such as sshing to a useful machine in a corp network and using something like FoxyProxy to direct *.intranet sites via the SOCKS proxy.
It's not all about fricken video piracy :)
Also commonly used in academia when you are not on campus but need access to IP-restricted journals. Or to freak out your lab mates and start the robot from home.
