Java proxy settings are highly annoying. On Windows and Mac, Java does use the system proxy settings, but it doesn’t necessarily understand the same syntax as say IE or Safari/WebKit for the proxy exceptions. The end result is that you keep guessing why certain services deep inside your huge web application keep failing in mysterious ways. On other platforms, you have to configure the proxy through system properties. Restarting a web application to test out configuration changes can take a long time.
For java.net.URL and most other HTTP client code, Java 7 uses a class that can decide on a per-URL basis which proxy should be used: java.net.ProxySelector. javaproxycheck.jar can be run from the command line to quickly test one or more URLs and see which proxy is selected for that URL:
$ java -Dhttps.proxyHost=proxy.example.com -Dhttps.proxyPort=3128 -jar javaproxycheck.jar http://www.example.com https://secure.example.com
https://secure.example.com [HTTP @ proxy.example.com:3128]
On Mac OS X and Windows, Java uses the system proxy configuration; on other systems, it optionally can use Gnome settings, but by default relies on system properties being set at startup, as documented in Networking Properties, Proxies.