I'm a little surprised that LyX doesn't draw an end-of-proof symbol at the
end of proofs, so I've written a patch that does this.
It is possible to select either a filled box or an outline box, using
the EndLabelType keyword in the layout file.

There are some things that can be improved:
1. Change LyXText::NextBreakPoint to consider the space taken by the 
   end-of-proof symbol.
2. Store for each documentclass whether it contains a proof layout
   (i.e. a layout with EndLabelType != no_label). 
   If the current documentclass doesn't contain a proof layout,
   then GetEndLabel can immediately return END_LABEL_NO_LABEL
            
PS: The code in layout.C is horrible (all those cases).
Compare the code of LyXLayout::readLabelType with the code of
LyXLayout::readEndLabelType to see what I mean.

patch.gz

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