This is merely an install log which pretty much describes the basic setup and maintenance work in itself:

$ sudo port install privoxy
Password:
--->  Computing dependencies for privoxy
--->  Fetching pcre
--->  Attempting to fetch pcre-7.9.tar.bz2 from ftp://ftp.tin.org/pub/libs/pcre/
--->  Verifying checksum(s) for pcre
--->  Extracting pcre
--->  Configuring pcre
--->  Building pcre
--->  Staging pcre into destroot
--->  Installing pcre @7.9_0
--->  Activating pcre @7.9_0
--->  Cleaning pcre
--->  Fetching privoxy
--->  Attempting to fetch privoxy-3.0.12-stable-src.tar.gz from http://voxel.dl.sourceforge.net/ijbswa
--->  Verifying checksum(s) for privoxy
--->  Extracting privoxy
--->  Configuring privoxy
--->  Building privoxy
--->  Staging privoxy into destroot
--->  Creating launchd control script
###########################################################
# A startup item has been generated that will aid in
# starting privoxy with launchd. It is disabled
# by default. Execute the following command to start it,
# and to cause it to launch at startup:
#
# sudo launchctl load -w /Library/LaunchDaemons/org.macports.Privoxy.plist
###########################################################
--->  Installing privoxy @3.0.12_0+darwin
--->  Activating privoxy @3.0.12_0+darwin
--->  Cleaning privoxy

To hide an application from OS X's dock edit its plist-file and change the according lines to match the following:

<key>LSUIElement</key>
<string>1</string>