I have to use a proxy to get online and because many programs have their own independent proxy settings, I have to set each up individually. So, in addition to setting the $http_proxy variable, here’s the config files I have to change: (replace the numbers)

wget, /etc/wgetrc

Switch on Passive Mode by default:

passive_ftp = on

Set the Proxy Servers:

http_proxy = http://username:password@10.5.2.46:80/
ftp_proxy = http://username:password@10.5.2.46:80/

Enable the proxy:

use_proxy = on

apt/aptitude, /etc/apt/apt.conf

Set the proxies

ACQUIRE {
http::proxy "http://srdmorhper:password@10.5.2.46:80/"
}


Synaptic

Also, Synaptic doesn’t seem to share apt’s settings. Synaptic’s proxy settings are in Settings » Preferences » Network and should be entered as:
Proxy:username:password@10.1.3.23 Port:80

Note: Some programs like Google Earth, work under Gnome 2.14 and Ubuntu 6.06 with the proxy if you start them from a terminal but not from the menu entry.