There are methods of forcing programs to use SOCKS4-5 proxy's, such as socksify, tsocks and other LD_PRELOAD hijacking methods.
Is there a way of having a SOCKS proxy network device, such as one that shows up under ifconfig?
It would be nice to do policy routing against a SOCKS proxy.
I am not aware of any such implementation. It's my feeling that it wouldn't really make much sense to try to embed SOCKS functionality at the level of the network device (OSI-RM layer 2, the link layer), since the SOCKS protocol requires the services of the network layer (layer 4). But I am always open to a good counter argument!