This whole post got me thinking about ways to sniff out proxies. I am usually behind on this kind of thing, but bare with me please :).
Using PHP and Javascript I think you could weed out the majority of proxy users; avoid IP spoofing, protect sensitive places a little better. Use php to get the users IP address. Find location of that IP. Find timezone/time of that ip. Have a range set up to catch errors. Now use JavaScript to get the time.
Javascript will return the time specific to the system. If the two times do not match up then you possibly have someone using a proxy.
There are some issues with this type of system, traveling business man, but it could be useful at some point.