There are good ssh clients on Windows and, needless to mention, Linux. But which ssh client on iOS for iPhone/iPad works the best for socks?
You may try vSSH. It is the best SSH client app I found on iOS. vSSH supports tunneling/port forwarding: you can setup port tunneling in the “Port forwarding” section of the connection settings. Local, remote and dynamic (SOCKS proxy) forwarding are all supported.
Check the choices for the free and enterprise versions for iPhone and iPad.