The ipcop proxy can still be used for https connections, but remember each browser needs to know that it is being proxied**. This is a better approach, as there are usually good business reasons why https traffic is required.
I'd recommend then, that you use a blacklist of known proxies with advproxy/urlfilter, with a page that has a "request to whitelist" this site on it. Large blacklists require quite a lot of cpu on your firewall/proxy though, so be aware of possible performance issues if your firewall is underpowered.
You could also block all
https traffic with the same technique, if you are prepared to deal with regular whitelist requests and occasional annoyance from your user base. This approach is cleaner, provided that your browsers are all configured to use the ipcop proxy for https traffic.
** See my earlier post