You can't see the request at a proxy for HTTPS traffic - SSL is specifically designed to prevent this.
You could terminate the SSL connection at the proxy but would need to either rewrite all the URLs in the content to be non-SSL before passwing back to the client or install your skae oil CA Cert on all the clients and generate certificates on the fly.
If you just want to play around with HTTP, then SQUID alreay has hooks built-in to implement your own filtering mechanism.
C.
