Depends on the network setup. At my school, we had a proxy server and a squid server. All I did was redirect the proxy to route through the squid instead. That way it didn't block anything, and still gave me the same speed for browsing. Had to edit some registry settings to change the proxy though, and I did get in trouble for that. Got a week suspension of all "electronic devices". Yeah that sucked, but I guess I didn't learn my lesson because the next week I still bypassed the proxy despite the new security features my computer teacher installed.
Despite what I did, I would recommend that you don't break any school rules, and this is probably one. You'll regret not working hard in school, I know I do.