In my previous company I made the switch from Windows to Linux. Again at my current company I am trying the same at the moment. The difference between the situation now and the previous situation is that I am switching more and more between locations and customers. I feel from time to time a laptop nomad and have to change settings every time I am at a different network.
I have been switching to Ubuntu Linux and here you can setup your network proxy quite easy. You have different profiles you can set and store and simply select the profile of the customer you are currently at. You can find this tool under "System" -> "Preferences" -> "Network Proxy". As you can see in the screenshot below you can set a profile and the settings are not that different from for example the firefox settings for a proxy server.
Under the details button you can state a possible username password you might need if your proxy server needs some form of authentication. The good part about this is that you only have to set it here and all your applications are now using this setting.
If you travel a lot between different networks the option to make different profiles is very very handy.