* It's leaking a lot of information (Google Analytics and a few other domains are being connected to directly instead of going through proxy). This is probably the biggest thing to fix. Offering a "strip all scripts" option may help.
* Useragent is set to Go's default. Forwarding the user's user-agent or better yet, a stock browser useragent (Firefox or something) may be better
* Doesn't support anything which requires sessions / cookies / logging in, yet
* Most AJAX requests don't work since the URLs are not rewritten
Don't stop working on it! This is a pretty great project.