From `sails.config.http` (http://sailsjs.org/#/documentation/reference/Configuration/sails.config.http.html)

sails.config.http-figure1.js

  // ...
  middleware: {
    
    // Define a custom HTTP middleware fn with the key `foobar`:
    foobar: function (req,res,next) { /*...*/ next(); },

    // Define another couple of custom HTTP middleware fns with keys `passportInit` and `passportSession`
    // (notice that this time we're using an existing middleware library from npm)
    passportInit    : require('passport').initialize(),
    passportSession : require('passport').session(),

    // Override the conventional cookie parser:
    cookieParser: function (req, res, next) { /*...*/ next(); }
  }
  // ...

how to enable compress and change poweredBy?

figured out like this.
hope this messsage will be helpful to someone else.

    poweredBy: function(req, res, next) {
      res.setHeader('X-Powered-By', "Autobots");
      next();
    },
    compress: require('compression')(),
    order: [
      'startRequestTimer',
      'cookieParser',
      'session',
      'myRequestLogger',
      'bodyParser',
      'handleBodyParserError',
      'compress',
      'methodOverride',
      'poweredBy',
      '$custom',
      'router',
      'www',
      'favicon',
      '404',
      '500'
    ]

@calidion The problem of adding that in the http config, is that you will not have those headers when using sockets.
If you want to have them on sockets too, then, create a hook like this in /api/hooks/headers/index.js

/**
 * Headers Hook that adds server name and powered by to request
 * @param Object sails app
 */
module.exports = function (sails) {
  return {
    initialize: function (next) {
      sails.emit('hook:headers:loaded');
      return next();
    },
    routes: {
      before: {
        'all /*': function (req, res, next) {
          res.setHeader('X-Served-By', require('os').hostname());
          res.setHeader('X-Powered-By', 'SuperDupperApp');
          return next();
        }
      }
    }
  };
};