Full proxy support

Close #37 and consider this instead. Things for curl are obvious, and for streams I stole everything from WP's `class-http.php` :-Þ 

My tests GET and POST are conclusive using random open proxies from http://hidemyass.com/proxy-list/. I will be able to test at work next week to make sure authentication works too.

Regarding unit tests, I'm not sure how this can be even implemented, unless you set up on your server a proxy dedicated to this, or know a public proxy that could be used ?