I still use Proxomitron. It's as powerful as the filters you write for it, works across all browsers (including the "hidden" ones embedded in apps and such), and the community has made patches that let you MITM TLS as well using OpenSSL (although the certificate setup needs a bit of planning and understanding.)

The only downside is that its filtering language is regex-like, so basically the equivalent of "two netcats and a sed". I've contemplated writing a filter proxy that would parse HTML into a DOM, run filtering on that tree-structured representation using something XPath or XSLT-ish, and then reserialise the modified HTML to send to browsers, but never had the time to. I suspect performance wouldn't be great with such a setup, although with MITM TLS it's already doing a double-encrypt-decrypt and I don't find that slowing me down noticeably.