Ubuntu – Squid to cache youtube and windows update content

You need to configure squid.conf to enable the transparent proxy mode. Then, you need to configure your firewall to redirect all web traffic through the proxy. You can look up the information elsewhere.

I'm using Squid as a non-transparent proxy to authenticate (and database) user access to web sites in production and it works very well.

I'm running it on Win32, so the integration with Active Directory has been pretty painless. As such, I can't speak to the relative merits of WinBind versus LDAP.

The "bypass" functionality that you're looking for re: anonymous users having access to some sites is documented in the Squid wiki. I haven't tried the configuration example there on a real Squid instance. After reading the first sample configuration I'd say that it should work "as advertised". It looks like the trick (since Squid parses ACLs top-to-bottom, bailing out after the first ACL it finds that satisfies the request) is to put the anonymous access ACLs before any ACLs that depend on authentication.