At least, HTTP(S) proxy support works now...
Fixed proxy test
Inplemented CB's suggestions regarding code clarity. Fixed proxied Host: header issue.
Fixed proxymanager headers logic
Added proxymanager tests with tornado-based proxy
Fixed self.headers involuntary change
Improved readability a bit
Created dummyserver tests for ProxyManager
Added docs
Python 2.6 tests compatibility fixed
Tests are python 3.2 compatible now
Added old ProxyManager API compatibility
Fixed comments
Some code cleanup
Added proxy property to PoolManager
Slight code refactoring and simplification, as suggested by @wolever
Changed some wording in tests (suggested by @t-8ch)
Another test diagnostic message change
Proxy Host header now includes port if provided
Fix deadlock in Tornado threads (single-threaded now)