First, the "all ports" to redirect, it won't help. Will help only those with whom they allow to run proxy "on that end". That is, if allowed to CONNECT to 25th port, the SMTP will work, but this port is almost never allowed, etc.
Second rule to redirect http traffic to a transparent proxy:
iptables-t nat -A OUTPUT-p tcp --dport 80 -j REDIRECT --to-ports 6666
if you want, you can stick to a rule, several ports for example 443: -p tcp -m multiport --dports 80,443