Seeing that people wanted to use Castle DynamicProxy2 with Ninject for interception, I ported the support from Ninject 1.5 and we now have support for using DynamicProxy2 built-in for the Ninject 2.0 extension.
Note: Breaking Change
InterceptionModule is now abstract. The proxy specific modules need to be used now. This base module is used to wire up the interception pipeline leaving inheritors to only registry proxy factories.