Transparent proxy woes

Just for practice, I've been trying to set up squid and dansguardian on a local
workstation with transparent proxying, following
a
NewsForge article on the subject, but I can't get it to work. It seems that
no packets ever go through OUTPUT in the nat table, ever. Both tcpdump and some
LOG rules agree with the iptables counters in this respect: everything is going
through POSTROUTING only.

My first attempt at a solution was to move the rules over to that chain, but
the REDIRECT target doesn't work there. I recompiled iptables just in case, but
it made no difference; I still get the useless 'iptables: invalid argument'
message.

I also STFW on transparent proxying in general. The only thing I learned there
was that I might need forwarding turned on, so I did that, and it made no
difference.

Now I can't find anything else. Does anyone have any other ideas?

I'm running 2.6.8.1 vanilla on Gentoo, manually configured with full NAT and
REDIRECT. Also, I currently have the normal filter tables set to allow
everything and log anything unexpected, so I don't think they should be
interfering with nat at all. If there's any other useful information I can get,
just ask...