Bypass SonicWall Internet firewall without using Proxy

Say you want to browse a website but your IT has set a restriction on viewing some websites within your corporate network. You can always use a proxy but this would undermine the security of your browsing (as what proxy servers do is become a "middle-man" for the internet traffic when you use them, sending the data you send to website on your behalf and serving the data returned to you by the website in return). One such example, Sonicwall (and some other web access restriction firewalls) can be easily tricked (if not setup porperly by your IT) by browsing the "secure" version of the website.

Example:
http://www.facebook.com

Change the URL to:

https://www.facebook.com