Do you use Mac OSX's multiple network locations feature with different proxies? This is a great way to conveniently use applications in multiple locations without having to configure each app separately.
Now you've probably noticed that command line applications do not use the proxy settings from System Preferences. This includes things like wget, fink, etc These applications all actually pay attention to the Unix convention of putting proxies in environment variables, eg
$ export http_proxy="http://www-cache.example.com"
ProxyConf allows you to configure your proxies in System Preferences, and it takes care of grabbing these values and exporting them as environment variables. The upshot of this is, your command line apps will use the same proxy settings as your GUI apps.
Download the latest universal binary tarball (10.4+):
Browse the latest source code
Get the source code using Mercurial
$ hg clone http://delx.net.au/hg/proxyconf
Bug reports and comments go to James Bunton