Can I determine what changed in an upgraded package using apt or dpkg on Debian 6?

You're looking for the package apt-listchanges. That will show you the Debian news and/or changelogs (its configurable) of the packages you're about to upgrade, and optionally ask for confirmation before upgrading. It can even open the changelogs in a browser, so you can click on links to bugs, etc.

Also, if you're using aptitude, press C when you have a package selected to see the changelog. As long as you have libparse-debianchangelog-perl installed, it'll even highlight which entries are new (aptitude recommends that Perl package).

Finally, you can read both the Debian and upstream changelogs in /usr/share/doc/packagename/.

The answer should be in /usr/share/doc/tinyproxy/changelog.Debian.gz. Use zless to view it.

Nowdays the changelog command within apt-get, download and display a changelog for the given package:

apt-get changelog tinyproxy