Yet another idea: If you always use a proxy, then set http_proxy to something like http://123.45.67.89:12345 and use iptables to redirect all outgoing connections to the proxy instead of 123.45.67.89:12345. This allows you to switch proxies on the fly without restarting the programs that use the proxy when it changes. (Extending this idea so that you can completely switch off the proxy is left as an exercise...)
Walter
